Department of Finance

The impact of exchange rates on stock market returns: new evidence from seven free-floating currencies (2019)
Journal Article
Zarei, A., Ariff, M., & Bhatti, M. (2019). The impact of exchange rates on stock market returns: new evidence from seven free-floating currencies. European Journal of Finance, 25(14), 1277-1288. https://doi.org/10.1080/1351847x.2019.1589550

Financial literacy and its influence on consumers’ internet banking behaviour (2019)
Preprint / Working Paper
Andreou, P. C., & Anyfantaki, S. (2019). Financial literacy and its influence on consumers’ internet banking behaviour

This study examines the level and antecedents of financial literacy and investigates its influence on consumers’ internet banking behaviour. The focus is on Cyprus, a country that experienced an unprecedented financial crisis in 2013 that caused an e... Read More about Financial literacy and its influence on consumers’ internet banking behaviour.

Do closed-end fund investors herd? (2019)
Journal Article
Cui, Y., Gebka, B., & Kallinterakis, V. (2019). Do closed-end fund investors herd?. Journal of Banking and Finance, 105, 194-206. https://doi.org/10.1016/j.jbankfin.2019.05.015

Pricing anomaly: Tale of two similar credit-rated bonds with different yields (2019)
Book Chapter
Ariff, M., Zarei, A., & Bhatti, M. (2019). Pricing anomaly: Tale of two similar credit-rated bonds with different yields. In The Growth of Islamic Finance and Banking (233-253). Routledge

Do investors herd in cryptocurrencies – and why? (2019)
Journal Article
Kallinterakis, V., & Wang, Y. (2019). Do investors herd in cryptocurrencies – and why?. Research in International Business and Finance, 50, 240-245. https://doi.org/10.1016/j.ribaf.2019.05.005

Technique for Finding and Investigating the Strongest Combinations of Cyberattacks on Smart Grid Infrastructure (2019)
Presentation / Conference Contribution
Kotsiuba, I., Skarga-Bandurova, I., Giannakoulias, A., Chaikin, M., & Jevremovic, A. (2019, December). Technique for Finding and Investigating the Strongest Combinations of Cyberattacks on Smart Grid Infrastructure. Paper presented at 2019 IEEE International Conference on Big Data (Big Data), Los Angeles, CA, USA

Basic Forensic Procedures for Cyber Crime Investigation in Smart Grid Networks (2019)
Presentation / Conference Contribution
Kotsiuba, I., Skarga-Bandurova, I., Giannakoulias, A., & Bulda, O. (2019, December). Basic Forensic Procedures for Cyber Crime Investigation in Smart Grid Networks. Paper presented at 2019 IEEE International Conference on Big Data (Big Data), Los Angeles, CA, USA

Cybercrime Investigations in the Era of Smart Applications: Way Forward Through Big Data (2019)
Presentation / Conference Contribution
Shalaginov, A., Kotsiuba, I., & Iqbal, A. (2019, December). Cybercrime Investigations in the Era of Smart Applications: Way Forward Through Big Data. Paper presented at 2019 IEEE International Conference on Big Data (Big Data), Los Angeles, CA, USA

Corporate governance and shariah noncompliant risk in Islamic banks: Evidence from Southeast Asia (2019)
Journal Article
Basiruddin, R., & Ahmed, H. (2019). Corporate governance and shariah noncompliant risk in Islamic banks: Evidence from Southeast Asia. Corporate Governance, 20(2), 240-262. https://doi.org/10.1108/cg-05-2019-0138

Purpose: This study investigates the relationship between corporate governance and shariah noncompliant risk (SNCR) that is unique for Islamic banks. The study examines the roles of shariah committee along with the board of directors in mitigating SN... Read More about Corporate governance and shariah noncompliant risk in Islamic banks: Evidence from Southeast Asia.

Hedging Annuity Risks with the Age-Period-Cohort Two-Population Gravity Model (2019)
Journal Article
Dowd, K., Cairns, A., & Blake, D. (2019). Hedging Annuity Risks with the Age-Period-Cohort Two-Population Gravity Model. North American Actuarial Journal, 25(sup1), S170-S181. https://doi.org/10.1080/10920277.2019.1652102

We consider the effectiveness of an illustrative annuity hedging problem in which a forward annuity predicated on one population is hedged by a position in a forward annuity predicated on another population. Our analysis makes use of the age-period-c... Read More about Hedging Annuity Risks with the Age-Period-Cohort Two-Population Gravity Model.

Outputs (49)