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Outputs (971)

Political ties and raising capital in global markets: Evidence from Yankee bonds (2022)
Journal Article
Ambrocio, G., Gu, X., & Hasan, I. (2022). Political ties and raising capital in global markets: Evidence from Yankee bonds. Journal of Corporate Finance, 74, Article 102223. https://doi.org/10.1016/j.jcorpfin.2022.102223

This paper examines whether state-to-state political ties help firms obtain better terms when raising funds in global capital markets. Focusing on the Yankee bonds market, we find that issuances by firms from countries with close political ties with... Read More about Political ties and raising capital in global markets: Evidence from Yankee bonds.

Do Geopolitical Events Transmit Opportunity or Threat to Green Markets? Decomposed Measures of Geopolitical Risks (2022)
Journal Article
Sohag, K., Hammoudeh, S., Elsayed, A., Mariev, O., & Safonova, Y. (2022). Do Geopolitical Events Transmit Opportunity or Threat to Green Markets? Decomposed Measures of Geopolitical Risks. Energy Economics, 111, Article 106068. https://doi.org/10.1016/j.eneco.2022.106068

The growth of clean energies and technologies requires a sound financial market, while equity and bond markets are exposed to geopolitical risks. We investigate the response of green equity and green bonds to newly develop decomposed measures of geop... Read More about Do Geopolitical Events Transmit Opportunity or Threat to Green Markets? Decomposed Measures of Geopolitical Risks.

The impact of high speed quoting on execution risk dynamics: Evidence from interest rate futures markets (2022)
Journal Article
Nie, J., Malagon, J., & Williams, J. (2022). The impact of high speed quoting on execution risk dynamics: Evidence from interest rate futures markets. Journal of Futures Markets, 42(8), 1434-1465. https://doi.org/10.1002/fut.22339

This paper intends to characterize the effect of high-frequency quoting (HFQ) on the execution risk of Eurodollar futures. We construct a unique data set to capture the quoting and trading activities within the limit order book, which allows us to cl... Read More about The impact of high speed quoting on execution risk dynamics: Evidence from interest rate futures markets.

International Monetary Policy and Cryptocurrency Markets: Dynamic and Spillover Effects (2022)
Journal Article
Elsayed, A. H., & Sousa, R. M. (2022). International Monetary Policy and Cryptocurrency Markets: Dynamic and Spillover Effects. European Journal of Finance, https://doi.org/10.1080/1351847x.2022.2068375

Using daily data over the period August 5, 2013 - September 27, 2019, this study investigates the dynamic spillovers between international monetary policies across four major economies (i.e. Eurozone, Japan, UK and US) and three key cryptocurrencies... Read More about International Monetary Policy and Cryptocurrency Markets: Dynamic and Spillover Effects.

A General Framework for Analysing the Mortality Experience of a Large Portfolio of Lives: With an Application to the UK Universities Superannuation Scheme (2022)
Journal Article
Cairns, A. J., Blake, D., Dowd, K., Coughlan, G. D., Jones, O., & Rowney, J. (2022). A General Framework for Analysing the Mortality Experience of a Large Portfolio of Lives: With an Application to the UK Universities Superannuation Scheme. European Actuarial Journal, 12(1), 381-415. https://doi.org/10.1007/s13385-022-00309-1

We propose a general framework that can be used to analyse the mortality experience of a large portfolio of lives. The objective of the framework is to provide a rm evidence base to support the setting of future mortality assumptions for the portfoli... Read More about A General Framework for Analysing the Mortality Experience of a Large Portfolio of Lives: With an Application to the UK Universities Superannuation Scheme.

Entrepreneurial finance, agency problems and Islamic ethics: complementarities and constraints (2022)
Journal Article
Ahmed, H., & Aassouli, D. (2022). Entrepreneurial finance, agency problems and Islamic ethics: complementarities and constraints. Venture Capital, 24, https://doi.org/10.1080/13691066.2022.2067017

This paper examines the interactions between Islamic ethics related to entrepreneurs and finance and discusses their implications on entrepreneurial finance. The practice of Islamic entrepreneurial ethics creates trust that helps to mitigate agency p... Read More about Entrepreneurial finance, agency problems and Islamic ethics: complementarities and constraints.

Stock return synchronicity in a weak information environment: Evidence from African markets (2022)
Journal Article
Kyiu, A., Jones, E., & Li, H. (2023). Stock return synchronicity in a weak information environment: Evidence from African markets. International Journal of Managerial Finance, 19(2), 446-469. https://doi.org/10.1108/ijmf-08-2021-0378

Purpose: This study investigates the level of stock return synchronicity in African markets with the aim of establishing whether, contrary to conventional wisdom, stock return synchronicity can be low in countries with relatively weak information env... Read More about Stock return synchronicity in a weak information environment: Evidence from African markets.

Business school capital and study choices in undergraduate education: A student-centred approach (2022)
Journal Article
Ashiru, F., Whitfield, I., & Warwick, P. (2022). Business school capital and study choices in undergraduate education: A student-centred approach. International Journal of Management Education, 20(2), Article 100633. https://doi.org/10.1016/j.ijme.2022.100633

Relying on the resource-based view and drawing on the work of Pierre Bourdieu and his key concepts of field, habitus and capitals, we scrutinise via student focus group reports, the perceptions of first year business undergraduate students, asking th... Read More about Business school capital and study choices in undergraduate education: A student-centred approach.

Lender Trust and Bank Loan Contracts (2022)
Journal Article
Hagendorff, J., Lim, S., & Nguyen, D. (2023). Lender Trust and Bank Loan Contracts. Management Science, 69(3), 1758-1779. https://doi.org/10.1287/mnsc.2022.4371

We examine the contractual implications of a lender’s trust in corporate loans. We measure how trusting a lender is using the average trust attitude in the chief executive officer’s (CEO) ancestral country of origin. We find that banks with trusting... Read More about Lender Trust and Bank Loan Contracts.