Skip to main content

Research Repository

Advanced Search

All Outputs (716)

A smart grids knowledge transfer paradigm supported by experts' throughput modeling artificial intelligence algorithmic processes (2023)
Journal Article
Rodgers, W., Cardenas, J. A., Gemoets, L. A., & Sarfi, R. J. (2023). A smart grids knowledge transfer paradigm supported by experts' throughput modeling artificial intelligence algorithmic processes. Technological Forecasting and Social Change, 190, Article 122373. https://doi.org/10.1016/j.techfore.2023.122373

This paper presents an artificial intelligence algorithmic knowledge transfer approach to the models that have been developed throughout the world for smart grid networks. Many nations are moving forward to implement smarter ways to generate, distrib... Read More about A smart grids knowledge transfer paradigm supported by experts' throughput modeling artificial intelligence algorithmic processes.

Econometric Analysis (700661) (2023)
Other
Bhattarai, K. (2023). Econometric Analysis (700661). University of Hull

Econometric techniques are changing very rapidly along with developments in economic theories. Advanced level of economic analysis requires training in advanced econometrics. Most important theoretical developments in econometrics including fundament... Read More about Econometric Analysis (700661).

The smog that hovers: Air pollution and asset prices (2023)
Journal Article
Guo, L., Han, X., & Li, Y. (2023). The smog that hovers: Air pollution and asset prices. Finance research letters, Article 103633. https://doi.org/10.1016/j.frl.2023.103633

Air pollution affects mental well-being (mood) and amplifies behavioral biases. We test the adverse impact of air pollution on asset prices through the lens of dual-listed stocks. Using regression analysis and difference-in-differences tests, we docu... Read More about The smog that hovers: Air pollution and asset prices.

Engaged ETFs and firm performance (2023)
Journal Article
El Kalak, I., Hudson, R., & Kemal Tosun, O. (2023). Engaged ETFs and firm performance. European Financial Management, https://doi.org/10.1111/eufm.12459

Exchange Traded Funds (ETFs) have often tracked indices and charged low fees so their incentives to improve firm performance are questionable although little empirical work has investigated this issue. Theoretically, however, we expect firms to perfo... Read More about Engaged ETFs and firm performance.

Global economic policy Uncertainty, gross capital Inflows, and the mitigating role of Macroprudential policies (2022)
Journal Article
Andrikopoulos, A., Chen, Z., Chortareas, G., & Li, K. (2023). Global economic policy Uncertainty, gross capital Inflows, and the mitigating role of Macroprudential policies. Journal of International Money and Finance, 131, Article 102793. https://doi.org/10.1016/j.jimonfin.2022.102793

We consider the effects of global economic policy uncertainty on capital inflows and the potentially mitigating effect of different macroprudential frameworks and policies on this effect. While macroprudential policies aim to maintain domestic financ... Read More about Global economic policy Uncertainty, gross capital Inflows, and the mitigating role of Macroprudential policies.

Microeconomics: Learning through Games and Simulations (551375) (2022)
Other
Bhattarai, K. (2023). Microeconomics: Learning through Games and Simulations (551375). [PDF]. University of Hull

A concise knowledge of microeconomic theories is essential in order to understand the complex mechanism of allocation of resources efficiently. Right decisions based on such analysis not only enhances wellbeing of households who maximise their utilit... Read More about Microeconomics: Learning through Games and Simulations (551375).

Tourism and Troubles: Effects of Security Threats on the Global Travel and Tourism Industry Performance (2022)
Journal Article
Akamavi, R. K., Ibrahim, F., & Swaray, R. (2022). Tourism and Troubles: Effects of Security Threats on the Global Travel and Tourism Industry Performance. Journal of Travel Research, https://doi.org/10.1177/00472875221138792

The literature on the effects of security threats such as terrorism, political instability, and geopolitical power-plays on travel and tourism has produced mixed results with scant attention paid to the spillover effects on the tourism economy (e.g.,... Read More about Tourism and Troubles: Effects of Security Threats on the Global Travel and Tourism Industry Performance.

Hedge fund performance persistence under different business cycles and stock market regimes (2022)
Journal Article
Stafylas, D., Andrikopoulos, A., & Tolikas, K. (2023). Hedge fund performance persistence under different business cycles and stock market regimes. North American journal of economics and finance, 64, Article 101866. https://doi.org/10.1016/j.najef.2022.101866

We examine different aspects of performance persistence of US hedge funds over different business cycles and stock market regimes. During periods of economic growth and bull stock markets, we report performance persistence for up to one year in the r... Read More about Hedge fund performance persistence under different business cycles and stock market regimes.

A dynamic analysis of the neglected firm effect (2022)
Journal Article
Andrikopoulos, A., & Zheng, M. (2023). A dynamic analysis of the neglected firm effect. International review of financial analysis, 85, Article 102429. https://doi.org/10.1016/j.irfa.2022.102429

This study uses rolling regressions with panel data and conducts a dynamic analysis of the neglected firm effect, the negative relationship between the number of analysts and stock returns. For this reason, we use two samples of firms: one from the L... Read More about A dynamic analysis of the neglected firm effect.

The Asymmetric Overnight Return Anomaly in the Chinese Stock Market (2022)
Journal Article
An, Y., Huang, L., & Li, Y. (2022). The Asymmetric Overnight Return Anomaly in the Chinese Stock Market. Journal of Risk and Financial Management, 15(11), Article 534. https://doi.org/10.3390/jrfm15110534

Traditional asset pricing theory suggests that to compensate for the uncertainty that investors bear, risky assets should generate considerably higher rates of return than the risk-free rate. However, the overnight return anomaly in the Chinese stock... Read More about The Asymmetric Overnight Return Anomaly in the Chinese Stock Market.

Bank market power and performance of financial technology firms (2022)
Journal Article
Andrikopoulos, A., & Dassiou, X. (in press). Bank market power and performance of financial technology firms. International journal of finance & economics : IJFE, https://doi.org/10.1002/ijfe.2727

We adopt a novel variation of the traditional structure-conduct-performance modelling approach, looking at between, rather than within, industries to study the impact of changes in the bank market structure on the corporate performance of financial t... Read More about Bank market power and performance of financial technology firms.

Impact of Financial Liberalization on Concentration and Competition in the Ghanaian Banking System: A Panzar-Rosse Analysis (2022)
Journal Article
Adu, A., & Bhattarai, K. (2022). Impact of Financial Liberalization on Concentration and Competition in the Ghanaian Banking System: A Panzar-Rosse Analysis. Journal of Development Economics and Finance, 3(2), 253-273. https://doi.org/10.47509/JDEF.2022.v03i02.01

This paper empirically investigated the evolution of market concentration in Ghana. It tests market competitiveness in banking systems post financial sector reforms. Using unbalanced panel data of 24 banks in the period 2003-2012, a period characteri... Read More about Impact of Financial Liberalization on Concentration and Competition in the Ghanaian Banking System: A Panzar-Rosse Analysis.

An investigation into the impact of sustainable supply chain management practices on the performance of the Gulf Cooperation Council Petrochemical industry (2022)
Thesis
Alsaif, A. (2022). An investigation into the impact of sustainable supply chain management practices on the performance of the Gulf Cooperation Council Petrochemical industry. (Thesis). University of Hull. https://hull-repository.worktribe.com/output/4962012

The Gulf region is the powerhouse of oil industries, which their economies heavily rely on. Owing to the successes built in the Gulf region as the leading oil supplier to the world, in less than fifty years, the region has become among the top ten co... Read More about An investigation into the impact of sustainable supply chain management practices on the performance of the Gulf Cooperation Council Petrochemical industry.

Competition or Authorization—Manufacturers’ Choice of Remanufacturing Strategies (2022)
Journal Article
Wu, Y., & Li, Y. (2022). Competition or Authorization—Manufacturers’ Choice of Remanufacturing Strategies. Sustainability, 14(19), Article 12632. https://doi.org/10.3390/su141912632

In the face of the cannibalization of remanufactured products produced by independent remanufacturers (IRs), original equipment manufacturers (OEMs) can produce remanufactured products themselves to compete with independent remanufacturers (IRs), or... Read More about Competition or Authorization—Manufacturers’ Choice of Remanufacturing Strategies.

Better ways to test for herding (2022)
Journal Article
Wang, J., & Hudson, R. (2022). Better ways to test for herding. International journal of finance & economics : IJFE, https://doi.org/10.1002/ijfe.2707

In this article, we outline problems with the standard test for herding developed by Chang, Cheng and Kohrana (2000), subsequently called the CCK test, which is based on the proposition that the cross-sectional absolute deviation of stock returns (CS... Read More about Better ways to test for herding.

Momentum and the Cross-section of Stock Volatility (2022)
Journal Article
Fan, M., Kearney, F., Li, Y., & Liu, J. (2022). Momentum and the Cross-section of Stock Volatility. Journal of Economic Dynamics and Control, 144, Article 104524. https://doi.org/10.1016/j.jedc.2022.104524

Recent literature shows that momentum strategies exhibit significant downside risks over certain periods, called “momentum crashes”. We find that high uncertainty of momentum strategy returns is sourced from the cross-sectional volatility of individu... Read More about Momentum and the Cross-section of Stock Volatility.

Organizational Resilience to Supply Chain Risks During the COVID-19 Pandemic (2022)
Journal Article
Wulandhari, N. B. I., Budhwar, P., Mishra, N., Akbar, S., Do, Q., & Milligan, G. (2023). Organizational Resilience to Supply Chain Risks During the COVID-19 Pandemic. British Journal of Management, https://doi.org/10.1111/1467-8551.12648

This paper aims to establish a link between aggregate organizational resilience capabilities and managerial risk perception aspects during a major global crisis. We argue that a multi-theory perspective, dynamic capability at an organizational level... Read More about Organizational Resilience to Supply Chain Risks During the COVID-19 Pandemic.

Why do small businesses have difficulty in accessing bank financing? (2022)
Journal Article
Harrison, R., Li, Y., Vigne, S. A., & Wu, Y. (2022). Why do small businesses have difficulty in accessing bank financing?. International review of financial analysis, 84, Article 102352. https://doi.org/10.1016/j.irfa.2022.102352

This study investigates bank financing to small and medium-size enterprises (SMEs) and evaluates whether the difficulties of SMEs in accessing bank financing during a period of financial crisis are due to a reduction in the supply of credit, or to a... Read More about Why do small businesses have difficulty in accessing bank financing?.