Accounting, Finance and Economics

CollegeWestminster Business School
HeadDr Emma Elkington
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Evaluating monthly volatility forecasts using proxies at different frequencies

Journal article

Ñíguez, T.M. 2016. Evaluating monthly volatility forecasts using proxies at different frequencies. Finance Research Letters. 17, pp. 41-47. https://doi.org/10.1016/j.frl.2016.01.008

Board attributes that increase firm risk - evidence from the UK

Journal article

Mathew, S., Ibrahim, S. and Archbold, S. 2016. Board attributes that increase firm risk - evidence from the UK. Corporate Governance: The international journal of business in society. 16 (2), pp. 233-258 10.1108/CG-09-2015-0122. https://doi.org/10.1108/CG-09-2015-0122

Consumer confidence indices and stock markets’ meltdowns

Journal article

Ferrer, Elena, Salaber, Julie and Zalewska, Ania 2016. Consumer confidence indices and stock markets’ meltdowns. European Journal of Finance. 22 (3), pp. 195-220. https://doi.org/10.1080/1351847X.2014.963634

Home bias persistence in foreign direct investments

Journal article

Levis, M., Muradoglu, Y.G. and Vasileva, K. 2016. Home bias persistence in foreign direct investments. European Journal of Finance. 22 (8-9), pp. 782-802. https://doi.org/10.1080/1351847X.2015.1019640

Inventory and evaluation of the geomorphological heritage in the area of Chaves-Telões

Journal article

Martins, B., Rebelo, F., Mortágua, S. and Moura e Sa Cardoso, C. 2015. Inventory and evaluation of the geomorphological heritage in the area of Chaves-Telões. Cadernos de Geografia. 33, pp. 71-82. https://doi.org/10.14195/0871-1623_33_6

The effects of tourism on regional inequality: the case of Portugal

Conference paper

Moura e Sa Cardoso, C. 2015. The effects of tourism on regional inequality: the case of Portugal. 55th European Regional Science Association Congress. Lisbon, Portugal 25 - 28 Aug 2015

Bundling Governance: Finance Versus Institutions in Private Investment Promotion

Journal article

Simplice A. Asongu, Micheal E. Batuo, Vanessa Simen Tchamyou and Batuo Enowbi, M. 2015. Bundling Governance: Finance Versus Institutions in Private Investment Promotion. SSRN. https://doi.org/10.2139/ssrn.2713087

Determinants of the WTI/Brent Oil Futures Differential

Conference paper

Filippidis, M., Filis, G., Floros, C. and Kizys, R. 2015. Determinants of the WTI/Brent Oil Futures Differential. 13th INFINITI Conference on International Finance. University of Ljubljana (Faculty of Economics), Slovenia 08 - 09 Jun 2015

Cross-Section Stock Return and Implied Covariance between Jump and Diffusive Volatility

Journal article

Ze-To, S. 2015. Cross-Section Stock Return and Implied Covariance between Jump and Diffusive Volatility. Journal of Forecasting. 34 (5), pp. 379-390. https://doi.org/10.1002/for.2348

Correlated implied volatility with jump and cross section of stock returns

Journal article

Ze-To, S. 2015. Correlated implied volatility with jump and cross section of stock returns. Accounting & Finance. 60 (3), pp. 2007-2037. https://doi.org/10.1111/acfi.12429

Operational Risk: Emerging Markets, Sectors and Measurement

Journal article

Mitra, S., Karathanasopoulos, A., Sermpinis, G., Dunis, C. and Hood, J. 2015. Operational Risk: Emerging Markets, Sectors and Measurement . European Journal of Operational Research. 241 (1), pp. 122-132. https://doi.org/10.1016/j.ejor.2014.08.021

Microfinance and Household Poverty Reduction: Empirical Evidence from Rural Pakistan

Journal article

Ghalib, A.K., Malki, I. and Imai, K. 2015. Microfinance and Household Poverty Reduction: Empirical Evidence from Rural Pakistan. Oxford Development Studies. 43 (1), pp. 84-104. https://doi.org/10.1080/13600818.2014.980228

Should Justice Beware? Are the Current Forms of Voice Identification Reliable Enough to be Admitted in the UK’s Criminal Courts as Prosecution Evidence?

Conference paper

Singh, C. 2015. Should Justice Beware? Are the Current Forms of Voice Identification Reliable Enough to be Admitted in the UK’s Criminal Courts as Prosecution Evidence? 5th International Conference on Evidence Law and Forensic Science. University of Adelaide, Australia Jul 2015

Evidence Q&A

Book

Singh, C. 2015. Evidence Q&A. Abingdon, Oxon Routledge.

On rarity premium and ownership yield in art

Journal article

Geman, H. and Velez, T.M. 2015. On rarity premium and ownership yield in art. The Journal of Alternative Investments. 18 (1), pp. 8-21. https://doi.org/10.3905/jai.2015.18.1.008

China's outward foreign direct investment and domestic investment: An industrial level analysis

Journal article

Kefei, Y. and Solomon, H. 2015. China's outward foreign direct investment and domestic investment: An industrial level analysis. China Economic Review. 34, pp. 249-60. https://doi.org/10.1016/j.chieco.2015.02.006

Macroeconomic Volatility, Institutional Instability and the Incentive to Innovate

Journal article

Masino, S. 2015. Macroeconomic Volatility, Institutional Instability and the Incentive to Innovate. Review of Development Economics. 19 (1), pp. 116-131. https://doi.org/10.1111/rode.12127

The Determinants of Zero Leverage: Evidence from Multinational Firms

Conference paper

Chatzivgeri, E., Sivaprasad, S. and Dontis-Charitos, P. 2015. The Determinants of Zero Leverage: Evidence from Multinational Firms. International Finance and Banking Society Corporate Finance Conference. Saïd Business School, University of Oxford, United Kingdom, 12 - 13 Sep 2015

The Determinants of Zero Leverage: Evidence from Multinational Firms

Conference paper

Chatzivgeri, E., Sivaprasad, S. and Dontis-Charitos, P. 2015. The Determinants of Zero Leverage: Evidence from Multinational Firms. 5th International Conference of the Financial Engineering and Banking Society. Nantes, France 11 - 13 Jun 2015

The value effects of changes in leverage: Evidence from the Travel and Leisure sector

Conference paper

Van Dellen, S., Sivaprasad, S. and Bas, T. 2015. The value effects of changes in leverage: Evidence from the Travel and Leisure sector. 22nd Annual Conference of the Multinational Finance Society. Halkidiki, Greece 28 Jun - 01 Jul 2015

Evaluating methodological issues in the tourism literature: UK outgoing tourism and trade links

Journal article

Jackson, K. and Zang, W. 2015. Evaluating methodological issues in the tourism literature: UK outgoing tourism and trade links. Economic Issues. 20 (1), pp. 1-42.

Value for Money and Audit Practice in the UK Public Sector

Journal article

Alwardat, Y., Benamraoui, A. and Rieple, A. 2015. Value for Money and Audit Practice in the UK Public Sector. International Journal of Auditing. 19, p. 206–217. https://doi.org/10.1111/ijau.12037

Dynamic transmissions between the U.S. and equity markets in the MENA countries: New evidence from pre- and post-global financial crisis

Journal article

Maghyereh, A., Awartani, B. and Al Hilo, K. 2015. Dynamic transmissions between the U.S. and equity markets in the MENA countries: New evidence from pre- and post-global financial crisis. Quarterly Review of Economics and Finance. 56, pp. 123-138. https://doi.org/10.1016/j.qref.2014.08.005

Causal inference for ex-post evaluation of transport interventions

Technical report

D'Costa, S. and Graham, D. 2015. Causal inference for ex-post evaluation of transport interventions.

Productivity growth and convergence: a stochastic frontier analysis

Journal article

Moura e Sa Cardoso, C. and Ravishankar, G. 2015. Productivity growth and convergence: a stochastic frontier analysis. Journal of Economic Studies. 42 (2), pp. 224-236. https://doi.org/10.1108/JES-08-2013-0121

Exploring Auditors’ Perceptions of the Usage and Importance of Audit Information Technology

Journal article

Abou-El-Sood, H., Kotb, A. and Allam, A. 2015. Exploring Auditors’ Perceptions of the Usage and Importance of Audit Information Technology. International Journal of Auditing. 19 (3), p. 252–266. https://doi.org/10.1111/ijau.12039

The Multivariate Moments Expansion Density: An Application of the Dynamic Equicorrelation Model

Conference paper

Ñíguez, T.M. and Perote, J. 2015. The Multivariate Moments Expansion Density: An Application of the Dynamic Equicorrelation Model. 35th International Symposium on Forecasting. Riverside, USA. Jun 2015

What are the causes of educational inequality and their evolution over time? Evidence from PISA

Article

Oppedisano, V. and Turati, G. 2015. What are the causes of educational inequality and their evolution over time? Evidence from PISA. Education Economics. 23 (1), pp. 3-24 23. https://doi.org/10.1080/09645292.2012.736475

Fostering household formation: evidence from a Spanish rental subsidy

Journal article

Aparicio-Fenoll, A. and Oppedisano, V. 2015. Fostering household formation: evidence from a Spanish rental subsidy. The B.E. Journal of Economic Analysis & Policy. 15 (1), pp. 53-84. https://doi.org/10.1515/bejeap-2014-0003

Should cash transfer be conditional? Condition, preventive care, and health outcomes

Journal article

Attanasio, O., Oppedisano, V. and Vera-Hernández, M. 2015. Should cash transfer be conditional? Condition, preventive care, and health outcomes. American Economic Journal: Applied Economics. 7 (2), pp. 35-52 2. https://doi.org/10.1257/app.20130126

Impact of the financial crisis on banking acquisitions: a look at shareholder wealth

Journal article

Rao-Nicholson, Rekha and Salaber, Julie 2015. Impact of the financial crisis on banking acquisitions: a look at shareholder wealth. International Journal of the Economics of Business . 22 (1), pp. 87-117. https://doi.org/10.1080/13571516.2014.982901

Higher-Order Risk Preferences, Constant Relative Risk Aversion and the Optimal Portfolio Allocation

Journal article

Ñíguez, T.M., Paya, I., Peel, D. and Perote, J. 2015. Higher-Order Risk Preferences, Constant Relative Risk Aversion and the Optimal Portfolio Allocation. Bank of Spain Working Paper Series. 1520 1520.

An Investment Strategy Based on Leverage: Evidence from BSE 500

Journal article

Sivaprasad, S. and D’Mello, L. 2015. An Investment Strategy Based on Leverage: Evidence from BSE 500. Journal of Emerging Market Finance. 14 (3), pp. 210-238. https://doi.org/10.1177/0972652715601910

Quis custodiet ipsos custodes? Should Justice Beware: a review of the debate surrounding the reliability of voice identification evidence in light of advances in biometric voice identification technology

Journal article

Singh, C. 2015. Quis custodiet ipsos custodes? Should Justice Beware: a review of the debate surrounding the reliability of voice identification evidence in light of advances in biometric voice identification technology. International Commentary on Evidence . 11 (1), pp. 1-28. https://doi.org/10.1515/ice-2014-0009

A regime switching approach for hedging tanker shipping freight rates

Journal article

van Dellen, S., Alizadeh, A.H. and Huang, C.-Y. 2015. A regime switching approach for hedging tanker shipping freight rates. Energy Economics. 49, pp. 44-59. https://doi.org/10.1016/j.eneco.2015.01.004

How does a firm's capital structure affect stock performance?

Article

Sivaprasad, S., Adami, R., Gough, O. and Muradoglu, Y.G. 2015. How does a firm's capital structure affect stock performance? Frontiers in Finance and Economics. 12 (1), pp. 1-31.

The Development of Accounting in the Franc Zone Countries in Africa

Journal article

Elad, C. 2015. The Development of Accounting in the Franc Zone Countries in Africa. The International Journal of Accounting. 50 (1), pp. 75-100. https://doi.org/10.1016/j.intacc.2014.12.006

The impact of liberalisation policies on poverty and inequality in African countries

Journal article

Enowbi Batuo, M. and Asongu, S. 2015. The impact of liberalisation policies on poverty and inequality in African countries. Journal of Economic Studies. 42 (1), pp. 68-100. https://doi.org/10.1108/JES-05-2013-0065

The role of telecommunications infrastructure in the regional economic growth of Africa

Journal article

Enowbi Batuo, M. 2015. The role of telecommunications infrastructure in the regional economic growth of Africa. Journal of Developing Areas. 49 (1), pp. 313-330. https://doi.org/10.1353/jda.2015.0005

The Student Fellows Scheme: A partnership between the University of Winchester and Winchester Student Union.

Journal article

Sims, S., Lowe, T., Hutber, L. and Barnes, G. 2014. The Student Fellows Scheme: A partnership between the University of Winchester and Winchester Student Union. Educational Developments. 15 (3), pp. 7-9.


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