Skip to main content

Research Repository

Advanced Search

Outputs (45)

Your gender identity is who you are: Female chief executive officers and corporate debt structure (2023)
Journal Article
Huang, Y., Zhu, Q., Yan, C., & Zeng, Y. (2023). Your gender identity is who you are: Female chief executive officers and corporate debt structure. International Journal of Finance and Economics, https://doi.org/10.1002/ijfe.2923

By leveraging sample data from S&P 1500 companies for the 1993–2021 period, we execute an empirical examination of the effects of chief executive officer (CEO) gender on a company’s debt structure. We find that after endogeneity is controlled, compan... Read More about Your gender identity is who you are: Female chief executive officers and corporate debt structure.

Arbitrage problems with reflected geometric Brownian motion (2023)
Journal Article
Buckner, D., Dowd, K., & Hulley, H. (2024). Arbitrage problems with reflected geometric Brownian motion. Finance and Stochastics, 28(1), 1-26. https://doi.org/10.1007/s00780-023-00525-x

Contrary to the claims made by several authors, a financial market model in which the price of a risky security follows a reflected geometric Brownian motion is not arbitrage-free. In fact, such models violate even the weakest no-arbitrage condition... Read More about Arbitrage problems with reflected geometric Brownian motion.

Performance prediction of single-pass and multi-pass low-cost solar air heater (2023)
Journal Article
Omotosho, E., & Hackney, P. (2024). Performance prediction of single-pass and multi-pass low-cost solar air heater. Thermal Science and Engineering Progress, 47, Article 102322. https://doi.org/10.1016/j.tsep.2023.102322

This study introduces a mathematical model and experimental evaluation of solar air heating utilising an absorber surface constructed from low-cost upcycled materials. The research presents a solar air heater prototype, suitable for applications such... Read More about Performance prediction of single-pass and multi-pass low-cost solar air heater.

Empirical study of new metrics for the internet route hijack risk assessment (2023)
Presentation / Conference
Kotsiuba, I. (2023, December). Empirical study of new metrics for the internet route hijack risk assessment. Presented at CEUR Workshop Proceedings

Possibility of dynamic routes change between nodes which are not physically connected is a key feature of the Internet routing. With two key concepts - one-hop forwarding in routing process and possibility of address space aggregation for routing pur... Read More about Empirical study of new metrics for the internet route hijack risk assessment.

Employees’ reviews and stock price informativeness (2023)
Journal Article
Kyiu, A., Tawiah, B., & Boamah, E. O. (2023). Employees’ reviews and stock price informativeness. Economics Letters, 233, Article 111406. https://doi.org/10.1016/j.econlet.2023.111406

We investigate the relationship between employee reviews and stock price informativeness. Using a sample of US firms, we find that firms with higher employee satisfaction are associated with greater stock price informativeness in terms of idiosyncrat... Read More about Employees’ reviews and stock price informativeness.

Sukūk Development and Income Inequality (2023)
Journal Article
Jatmiko, W., Ebrahim, M., & Smaoui, H. (2023). Sukūk Development and Income Inequality. Journal of International Financial Markets, Institutions and Money, 88, Article 101852. https://doi.org/10.1016/j.intfin.2023.101852

This paper investigates the link between sukūk development and income inequality by scrutinizing twenty-two countries’ data from 1995 to 2019. We employ the two-stage Fractional Regression Model to illustrate that sukūk issuance is associated with in... Read More about Sukūk Development and Income Inequality.