Accounting, Finance and Economics

D'Costa, S., Gibbons, S., Overman, H.G. and Pelkonen, P. 2013. Agglomeration and labour markets: The impact of transport investments on labour market outcomes. in: Crescenzi, R. and Percoco, M. (ed.) Geography, Institutions and Regional Economic Performance Berlin Heidelberg Springer. pp. 263-279

Gough, O., Juneja, J.A., Nowman, K.B. and Van Dellen, S. 2013. Empirical analysis of the US swap curve. The Empirical Economics Letters. 12 (9), pp. 985-994.

Denny, K. and Oppedisano, V. 2013. The surprising effect of larger class sizes: evidence using two identification strategies. Labour Economics. 23 (4), pp. 57-65 23. https://doi.org/10.1016/j.labeco.2013.04.004

Salaber, Julie 2013. Religion and returns in Europe. European Journal of Political Economy. 32, p. 149–160. https://doi.org/10.1016/j.ejpoleco.2013.07.002

Rao-Nicholson, Rekha and Salaber, Julie 2013. The motives and performance of cross-border acquirers from emerging economies: Comparison between Chinese and Indian firms. International Business Review. 22 (6), p. 963–980. https://doi.org/10.1016/j.ibusrev.2013.02.003

Dontis-Charitos, P., Gough, O., Nowman, K.B. and Sivaprasad, S. 2013. Are there return and volatility spillovers from major bank stocks to the national stock market in the UK? in: Jeon, B.N. and Olivero, M.P. (ed.) Global Banking, Financial Markets and Crises (International Finance Review, Vol. 14) Emerald Publishing Limited. pp. 243 - 268

Dontis-Charitos, P., Gough, O., Nowman, K.B. and Sivaprasad, S. 2013. Continuous and discrete time modelling of spillovers in equity and bond markets. International Journal of Bonds and Derivatives. 1 (1), pp. 54-87. https://doi.org/10.1504/IJBD.2013.056935

Elad, C. 2013. Fair trade. in: Idowu, S.O., Capaldi, N., Zu, L. and Das Gupta, A. (ed.) Encyclopedia of corporate social responsibility Berlin Heidelberg Springer. pp. 1129-1135

Sivaprasad, S. and Muradoglu, Y.G. 2013. The effect of leverage mimicking portfolios in explaining stock returns variations. Studies in Economics and Finance. 30 (2), pp. 94-107. https://doi.org/10.1108/10867371311325417

Garcia-Iglesias, J.M., Muñoz Torres, R.I. and Saridakis, G. 2013. Did the Bank of Mexico follow a systematic behaviour in its transition to an inflation targeting regime? Applied Financial Economics. 23 (14), pp. 1205-1213. https://doi.org/10.1080/09603107.2013.799755

Adetola, A., Li, Shuliang, Rieple, A. and Ñíguez, T.M. 2013. Linking social media, intelligent agents and expert systems for formulating open innovation strategies for software development. in: Mathematics and Computers in Contemporary Science (WSEAS proceedings of the 11th International Conference on E-Activities), Nanjing, China, 17th -19th November, 2013 WSEAS. pp. 234-240

Adami, R., Gough, O. and Theophilopoulou, A. 2013. The effect of labour earnings on post retirement income. Journal of Economic Studies. 40 (3), pp. 284-297. https://doi.org/10.1108/01443581311283925

Gough, O. and Adami, R. 2013. Saving for retirement: a review of ethnic minorities in the UK. Social Policy and Society. 12 (1), pp. 147-161. https://doi.org/10.1017/S1474746412000516

Gough, O., Nowman, K.B. and Van Dellen, S. 2013. Forecasting daily UK interest rates using continuous time and ARIMA, ARFIMA models. Empirical Economics Letters. 12 (8), p. 813.

Sivaprasad, S. and Muradoglu, Y.G. 2012. Capital structure and abnormal returns. International Business Review. 21 (3), pp. 328-341. https://doi.org/10.1016/j.ibusrev.2011.03.007

Elkington, E. 2012. Extending Contact Time with Students. University of Hertfordshire Business School Teaching and Learning Conference. 2012

Ze-To, S. 2012. Estimating value-at-risk under a Heath––Jarrow––Morton framework with jump. Applied Economics. 44 (21), pp. 2279-2741. https://doi.org/10.1080/00036846.2011.566198

Ze-To, S. 2012. Earnings management and accrual anomaly across market states and business cycles. Advances in Accounting. 28 (2), pp. 344-352. https://doi.org/10.1016/j.adiac.2012.09.011

Ze-To, S. 2012. Expected Stock Returns and Option-Implied Rate of Return. Journal of Mathematical Finance. 2 (4), pp. 269-279. https://doi.org/10.4236/jmf.2012.24030

Ze-To, S. 2012. Crisis, Value at Risk and Conditional Extreme Value Theory via the NIG + Jump Model. Journal of Mathematical Finance. 2 (3), pp. 225-237. https://doi.org/10.4236/jmf.2012.23025

Lysandrou, P and Parker, D. 2012. Commercial corporate governance ratings: an alternative view of their use and impact. International Review of Applied Economics. 26 (4), pp. 445-463. https://doi.org/10.1080/02692171.2011.619971

Ñíguez, T.M. and Perote, J. 2012. Forecasting Heavy-Tailed Densities with Positive Edgeworth and Gram-Charlier Expansions. Oxford Bulletin of Economics and Statistics. 74 (4), pp. 600-627. https://doi.org/10.1111/j.1468-0084.2011.00663.x

Ñíguez, T.-M., Paya, I., Peel, D. and Perote, J. 2012. On the stability of the constant relative risk aversion (CRRA) utility under high degrees of uncertainty. Economics Letters. 115 (2), pp. 244-248. https://doi.org/10.1016/j.econlet.2011.12.049

Singh, C. 2012. Biography and the Educative. PhD thesis University of Southampton Faculty of Social and Human Sciences

Gleadle, P., Hodgson, D. and Storey, J. 2012. 'The ground beneath my feet': projects, project management and the intensified control of R&D engineers. New Technology, Work and Employment. 27 (3), pp. 163-177.

Ñíguez, T.M., Paya, I., Peel, D. and Perote, J. 2012. An analysis of the decision for plunging using log-SNP distributed asset returns. Annual symposium of the society of nonlinear dynamics and econometrics. Istanbul, Turkey. April 5-6 2012

Muradoglu, Y.G. and Sivaprasad, S. 2012. Using firm level leverage as an investment strategy. Journal of Forecasting. 31 (3), pp. 260-279. https://doi.org/10.1002/for.1221

Muyambiri, B., Chiwira, O., Ngonidzashe, C. and Enowbi Batuo, M. 2012. The causal relationship between private and public investment in Zimbabwe. British Journal of Economics, Management & Trade. 2 (3), pp. 239-264. https://doi.org/10.9734/BJEMT/2012/1213#sthash.vRIGH6Eu.dpuf

Gough, O. and Adami, R. 2012. Welfare systems and adequacy of pension benefits in Europe. Social Policy and Society. 11 (1), pp. 41-53. https://doi.org/10.1017/S147474641100039X

Nowman, K.B. and van Dellen, S. 2012. Forecasting Overseas Visitors to the UK Using Continuous Time and Autoregressive Fractional Integrated Moving Average Models with Discrete Data. Tourism Economics. 18 (4), pp. 835-844. https://doi.org/10.5367/te.2012.0144

Caglayan, M. and Muñoz Torres, R.I. 2011. The effect of the exchange rates on investment in Mexican manufacturing industry. Open Economies Review. 22 (4), pp. 669-683. https://doi.org/10.1007/s11079-010-9166-0

Elkington, E. 2011. Changes in the UK HE market and the implication for Australian Universities. Australian and New Zealand Finance and Accounting conference (AFINZ). Melbourne 2012

Kausar, R. 2011. Identifying Social and Economic Push and Pull factors responsible for Migration to the UK by Bulgarian and Romanian Nationals. London Department of Communities and Local Government (DCLG).

Ñíguez, T.-M. and Perote, J. 2011. A new proposal for computing portfolio valueat-risk for semi-nonparametric distributions. International Journal of Mathematics and Computers in Simulation . 5 (2), pp. 85-92.

Ñíguez, T.M. 2011. Are the high-order moments of the assets returns distribution forecastable? in: Business and Finance: Performance and Management Nova Science Publishers. pp. 199-218

Oppedisano, V. 2011. The (adverse) consequences of expanding higher education: evidence from Italy. Economics of Education Review. 30, pp. 997-1008 30. https://doi.org/10.1016/j.econedurev.2011.04.010

Del Brio, E.B., Ñíguez, T.M. and Perote, J. 2011. Multivariate Semi-nonparametric Distributions with Dynamic Conditional Correlations. International Journal of Forecasting. 27 (2), pp. 347-364. https://doi.org/10.1016/j.ijforecast.2010.02.005

Gleadle, P., Haslam, C. and Tsitsianis, N. 2011. UK bio-pharma: innovation, re-invention and capital at risk. Scotland The Institute of Chartered Accountants of Scotland (ICAS).

Gleadle, P. 2011. Book review: 'Interpreting Interviews' by Mats Alvesson. Management Learning. 42 (3), pp. 349-352. https://doi.org/10.1177/1350507611410138

Sivaprasad, S. and Muradoglu, Y.G. 2011. Capital structure and returns. in: Kent Baker, H. and Martin, G.S. (ed.) Capital structure & corporate financing decisions: theory, evidence, and practice Wiley. pp. 75-92