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Outputs (45)

Exchange-Traded Funds: Do they promote or depress Noise Trading?” (2017)
Book Chapter
Gavriilidis, K., Gregoriou, G., & Kallinterakis, V. (2017). Exchange-Traded Funds: Do they promote or depress Noise Trading?”. In F. Economou, K. Gavriilidis, G. N. Gregoriou, & V. Kallinterakis (Eds.), Handbook of Investors’ Behavior during Financial Crises. Elsevier

Herd behaviour: A survey (2017)
Journal Article
Kallinterakis, V., & Gregoriou, G. N. (2017). Herd behaviour: A survey

Taking Takaful to the Next Level (2017)
Book Chapter
Ahmed, H. (2017). Taking Takaful to the Next Level. In Realising the Value Proposition of the Takaful Industry for a Stable and Inclusive Financial System. Islamic Financial Services Board and World Bank

Continuous Workout Mortgages: Efficient Pricing and Systemic Implications (2017)
Journal Article
Shiller, R., Wojakowski, R., Ebrahim, M., & Shackleton, M. (2017). Continuous Workout Mortgages: Efficient Pricing and Systemic Implications. Journal of Economic Behavior and Organization, 157, 244-274. https://doi.org/10.1016/j.jebo.2017.12.006

This paper studies the Continuous Workout Mortgage (CWM), a two in one product: a fixed rate home loan coupled with negative equity insurance, to advocate its viability in mitigating financial fragility. In order to tackle the many issues that CWMs e... Read More about Continuous Workout Mortgages: Efficient Pricing and Systemic Implications.

To what extent does corporate liquidity affect M&A decisions, method of payment and performance? Evidence from China (2017)
Journal Article
Yang, J., Guariglia, A., & Guo, J. (2019). To what extent does corporate liquidity affect M&A decisions, method of payment and performance? Evidence from China. Journal of Corporate Finance, 54, 128-152. https://doi.org/10.1016/j.jcorpfin.2017.09.012

Using a panel of Chinese listed firms over the period 1998–2015, we examine the extent to which liquidity impacts firms' acquisition decisions, method of payment choice, and performance following mergers. We observe that cash-rich firms are more like... Read More about To what extent does corporate liquidity affect M&A decisions, method of payment and performance? Evidence from China.

Dynamics and Determinants of Credit Risk Discovery: Evidence from CDS and Stock Markets (2017)
Journal Article
Chau, F., Han, C., & Shi, S. (2018). Dynamics and Determinants of Credit Risk Discovery: Evidence from CDS and Stock Markets. International Review of Financial Analysis, 55, 156-169. https://doi.org/10.1016/j.irfa.2017.11.004

This paper investigates the dynamics and drivers of credit risk discovery between stock and CDS markets in the US. Our research is distinguished from the existing literature in three aspects: 1) we employ an improved method to measure the information... Read More about Dynamics and Determinants of Credit Risk Discovery: Evidence from CDS and Stock Markets.

The seconomics (security-economics) vulnerabilities of Decentralized Autonomous Organizations (2017)
Presentation / Conference Contribution
Massacci, F., Ngo, C., Nie, J., Venturi, D., & Williams, J. (2017, March). The seconomics (security-economics) vulnerabilities of Decentralized Autonomous Organizations. Presented at 25th Cambridge International Workshop on Security Protocols, Cambridge, England

Traditionally, security and economics functionalities in IT financial services and protocols (FinTech) have been perceived as separate objectives. We argue that keeping them separate is a bad idea for FinTech “Decentralized Autonomous Organizations”... Read More about The seconomics (security-economics) vulnerabilities of Decentralized Autonomous Organizations.