Publications by staff in this group
Corporate Environmental Proactivity: Evidence from the European Union’s Emissions Trading System. British Journal of Management
Engels, C., Kumar, K. & Philip, D. (2020).
Financial literacy and fraud detection
. The European Journal of Finance 26(4-5): 420-442.
Aktas, N., Andreou, P.C., Karasamani, I. & Philip, D. (2019).
CEO duality, agency costs, and internal capital allocation efficiency.. British Journal of Management 30(2): 473-493.
Andreou, P. Kagkadis, A., Maio, P. & Philip, D. (2019).
Dispersion in options investors' versus analysts' expectations: Predictive inference for stock returns.. Critical Finance Review
Pearson, N. D., Yang, Z. & Zhang, Q (2019).
The Chinese Warrants Bubble: Evidence from Brokerage Account Records. The Review of Financial Studies
Li, Y. & Zeng, Y. (2019).
The impact of top executive gender on asset prices: Evidence from stock price crash risk.. Journal of Corporate Finance 58: 528-550.
Pendleton, A. & Robinson, A. (2018).
Lack of Diversification Amongst Employee Stock Owners: An Empirical Evaluation of Behavioral Explanations. Human Resource Management 57(5): 1175-1187.
Cai, C. X., McGuinness, P.B. & Zhang, Q. (2018).
Credit scores and the performance of newly-listed stocks: An exploration of the Chinese A-share market.. Review of Quantitative Finance and Accounting 51(1): 79-111.
Leventis, S., Dedoulis, E. & Abdelsalam, O. (2018).
The Impact of Religiosity on Audit Pricing
. Journal of Business Ethics 148(1): 53-78.
Maio, P. & Philip, D. (2018).
Economic activity and momentum profits: further evidence. Journal of Banking and Finance 88: 466-482.
Andreou, P.C., Kagkadis, A., Philip, D. & Tuneshev, T. (2018).
Differences in options investors' expectations and the cross-section of stock returns. Journal of Banking and Finance 94: 315-336.
Ward, Charles, Yin, Chao & Zeng, Yeqin (2018).
Institutional investor monitoring motivation and the marginal value of cash. Journal of Corporate Finance 48: 49-75.
Andreou, P. & Philip, D. (2018).
Financial knowledge among university students and implications for personal debt and fraudulent investments. Cyprus Economic Policy Review 12(2): 3-23.
Brooks, Chris., Chen, Zhong. & Zeng, Yeqin. (2018).
Institutional cross-ownership and corporate strategy: The case of mergers and acquisitions.. Journal of Corporate Finance 48: 187-216.
Andreou, P.C., Cooper, I., Louca, C. & Philip, D. (2017).
Bank loan loss accounting treatments, credit cycles and crash risk. The British Accounting Review 49(5): 474-492.
Cai, C.X., Mobarek, A. & Zhang, Q. (2017).
International Stock Market Leadership and its Determinants.
. Journal of Financial Stability 33: 150-162.
Pendleton, A., Bryson, A. & Gospel, H. (2017).
Ownership and pay in Britain.. British Journal of Industrial Relations 55(4): 688-715.
Andreou, P.C., Karasamani, I., Louca, C. & Ehrlich, D. (2017).
The impact of managerial ability on crisis-period corporate investment.. Journal of Business Research 79: 107-122.
Chen, Zhong, Han, Bo & Zeng, Yeqin (2017).
Financial Hedging and Firm Performance: Evidence from Cross-border Mergers and Acquisitions. European Financial Management 23(3): 415-458.
Boubaker, S., Gounopoulos, D., Nguyen, D.K. & Paltalidis, N. (2017).
Assessing the effects of unconventional monetary policy and low interest rates on pension fund risk incentives.. Journal of Banking and Finance 77: 35-52.
Andreou, P., Christodoulos, L. & Andreas, P. P. (2017).
CEO Age and Stock Price Crash Risk.. Review of Finance 21(3): 1287-1325.
Toms, S. & Zhang, Q. (2016).
Marks & Spencer and the Decline of the British Textile Industry, 1950-2000.. Business History Review 90(01): 3-30.
Ebrahim, M. S., Jaafar, A., Omar, F. A. & Salleh, M. O. (2016).
Can Islamic Injunctions Indemnify the Structural Flaws of Securitized Debt?. Journal of Corporate Finance 37: 271-286.
Cai, C. X. & Zhang, Q. (2016).
High-Frequency Exchange Rate Forecasting. European Financial Management 22(1): 120-141.
Fuertes, A., Phylaktis, K. & Yan, C. (2016).
Hot money in bank credit flows to emerging markets during the banking globalization era.. Journal of International Money and Finance 60: 29-52.
Andreou, P., Louca, C. & Petrou, A. P. (2016).
Organizational Learning and Corporate Diversification Performance. Journal of Business Research 69(9): 3270-3284.
Andreou, P., Philip, D. & Robejsek, P. (2016).
Bank liquidity creation and risk-taking:
Does managerial ability matter?. Journal of Business Finance and Accounting 43(1-2): 226-259.
Andreou, P., Antoniou, C., Horton, J. & Louca, C. (2016).
Corporate Governance and Firm-specific Stock Price Crashes. European Financial Management 22(5): 916-956.
He, G. (2015).
The effect of CEO inside debt holdings on financial reporting quality. Review of Accounting Studies 20(1): 501-536.
Paltalidis, N., Gounopoulos, D., Kizys, R. & Koutelidakis, Y. (2015).
Transmission Channels of Systemic Risk and Contagion in the European Financial Network.. Journal of Banking and Finance 61(1): S36-S52.
Zhang, Q., Vallascas, F., Keasey, K. & Cai, C. X. (2015).
Are Market-Based Measures of Global Systemic Importance of Financial Institutions Useful to Regulators and Supervisors?. Journal of Money, Credit and Banking 47(7): 1403-1442.
Balloch, A., Nicolae, A. & Philip, D. (2015).
Stock market literacy, trust, and participation.. Review of Finance 19(5): 1925-1963.
Belal, A., Abdelsalam, O. & Nizamee, S. (2015).
Ethical Reporting in Islami Bank Bangladesh Limited (1983–2010).. Journal of Business Ethics 129(4): 769-784.
Andreou, P. (2015).
Effects of market default risk on index option risk-neutral moments.. Quantitative Finance 15(12): 2021-2040.
Abdelsalam, O., Duygun, D., Matallín-Sáez, J.C. & Tortosa-Ausina, E. (2014).
Do ethics imply persistence? The case of Islamic and socially responsible funds.. Journal of Banking & Finance 40: 182-194.
Afonso, A., Gomes, P. & Taamouti, A. (2014).
Sovereign Credit Ratings and Financial Markets Volatility.. Computational Statistics and Data Analysis 76: 20-33.
Taamouti, A., Feunou, B., Fontaine, J-S. & Tédongap, R. (2014). The Equity Premium, the Variance Premium and the Maturity Structure of Uncertainty.
Review of Finance 18: 219-269.
Zhang, Q., Cai, C.X. & Keasey, K. (2014). The profitability, costs and systematic risk of the post-earnings announcement drift trading strategy.
Review of Quantitative Finance & Accounting 43(3): 605-625.
Andreou, P.C. Charalambous, C. & Martzoukos,S. (2014).
Assessing the performance of symmetric and assymetric implied volatility functions
. Review of Quantitative Finance and Accounting 42(3): 373-397
Feunou, B., Fontaine, J.S., Taamouti, A. & Tédongap, R. (2014).
Risk Premium, Variance Premium, and the
Maturity Structure of Uncertainty. Review of Finance 18(1): 219-269.
Ebrahim, M. S., Mathur, I. & Gwilym, R. A. (2014).
Integrating corporate ownership and pension fund structures: A general
equilibrium approach.. Journal of Banking & Finance 49: 553-569.
Kuvandikov, A., Pendleton, A. & Higgins, D. (2014).
Employment change after takeovers: the role of executive ownership. . British Journal of Industrial Relations 52(2): 191-236.
Zhang, Q., Cai, C.X. & Keasey, K. (2013). Market reaction to earnings news: A unified test of information risk and transaction costs.
Journal of Accounting and Economics 56(2-3): 251-266.