Skip to main content

Research Repository

Advanced Search

All Outputs (25)

Long memory and structural breaks in commodity futures markets (2010)
Journal Article
Coakley, J., Dollery, J., & Kellard, N. (2011). Long memory and structural breaks in commodity futures markets. Journal of Futures Markets, 31(11), 1076-1113. https://doi.org/10.1002/fut.20502

This study employs daily data for 14 commodities and three financial assets 1990-2009 to explore the impact of the time series properties of the futures-spot basis and the cost of carry on forward market unbiasedness. The main result is that the basi... Read More about Long memory and structural breaks in commodity futures markets.

Long-term return reversals-Value and growth or tax? UK evidence (2010)
Journal Article
Wu, Y., & Li, Y. (2011). Long-term return reversals-Value and growth or tax? UK evidence. Journal of International Financial Markets, Institutions and Money, 21(3), 347-368. https://doi.org/10.1016/j.intfin.2010.12.001

This paper examines (i) whether value-growth characteristics have more power than past performance in predicting return reversals; and (ii) whether typical rational behaviour such as incentives to delay paying capital gain taxes can better explain lo... Read More about Long-term return reversals-Value and growth or tax? UK evidence.

Nonlinear time-series convergence: The role of structural breaks (2010)
Journal Article
King, A., & Ramlogan-Dobson, C. (2011). Nonlinear time-series convergence: The role of structural breaks. Economics letters, 110(3), 238-240. https://doi.org/10.1016/j.econlet.2010.12.001

Chong et al. (2008) found only limited support for the income convergence hypothesis among 15 OECD nations using a nonlinear unit root test. We find considerably greater evidence of convergence by allowing for breaks in the test's time trend. © 2010... Read More about Nonlinear time-series convergence: The role of structural breaks.

Why fuel poverty? (2010)
Journal Article
Bhattarai, K. (2010). Why fuel poverty?. Romanian journal of economic forecasting, 13(3),

The National Health Service (NHS) in UK prescribes 21°C in the living room and 18°C in other rooms for all households but for more than 7.7 percent households cost of heating is above 10 percent of their income and they suffered from coldness related... Read More about Why fuel poverty?.

An empirical examination of the contribution of capabilities to the competitiveness of logistics service providers: A perspective from China (2010)
Journal Article
Liu, X., Grant, D. B., McKinnon, A. C., & Feng, Y. (2010). An empirical examination of the contribution of capabilities to the competitiveness of logistics service providers: A perspective from China. International Journal of Physical Distribution and Logistics Management, 40(10), 361-366. https://doi.org/10.1108/09600031011093232

Purpose: This paper aims to report on an investigation of logistics service provider (LSP) capabilities and how these capabilities contribute to LSP competitiveness in the context of China. Design/methodology/approach: This paper draws on work from e... Read More about An empirical examination of the contribution of capabilities to the competitiveness of logistics service providers: A perspective from China.

Open interest, cross listing, and information shocks (2010)
Journal Article
Rhodes, M., Aguenaou, S., & Gwilym, O. A. (2011). Open interest, cross listing, and information shocks. Journal of Futures Markets, 31(8), 755-778. https://doi.org/10.1002/fut.20494

This study examines the characteristics and behavior of the demand for hedging, proxied by open interest, for the cross-listed Euribor futures contract traded at Euronext-LIFFE and Eurex. The study is unique in its investigation of the simultaneous d... Read More about Open interest, cross listing, and information shocks.

Long-range transport: Speeding up the cash-to-cash cycle (2010)
Journal Article
Holter, A. R., Grant, D. B., Ritchie, J. M., Shaw, W. N., & Towers, N. S. (2010). Long-range transport: Speeding up the cash-to-cash cycle. International Journal of Logistics Research and Applications, 13(5), 339-347. https://doi.org/10.1080/13675567.2010.518563

This paper introduces a model to reduce combined transport and cash flow costs for long-range transport. Containerised transport has become increasingly important in global supply chains. However, products in transit tie up substantial capital, as tr... Read More about Long-range transport: Speeding up the cash-to-cash cycle.

New Labour legacy: comparing the Labour governments of Blair and Brown to Labour governments since 1945 (2010)
Journal Article
Mullard, M., & Swaray, R. (2010). New Labour legacy: comparing the Labour governments of Blair and Brown to Labour governments since 1945. The Political quarterly, 81(4), 511-521. https://doi.org/10.1111/j.1467-923x.2010.02131.x

The election of the Conservative-Liberal coalition in May 2010 provides the opportunity to start to map out the record of the Labour governments between 1997 and 2010. This paper deals with the specific question how the Brown/Blair governments perfor... Read More about New Labour legacy: comparing the Labour governments of Blair and Brown to Labour governments since 1945.

The effect of schooling on teenage childbearing: evidence using changes in compulsory education laws (2010)
Journal Article
Silles, M. A. (2011). The effect of schooling on teenage childbearing: evidence using changes in compulsory education laws. Journal of Population Economics, 24(2), 761-777. https://doi.org/10.1007/s00148-010-0334-8

A strong negative correlation is often found between schooling and teenage childbearing. The question at the center of this research is whether this correlation represents a causal relation. This paper uses changes in compulsory schooling laws in Gre... Read More about The effect of schooling on teenage childbearing: evidence using changes in compulsory education laws.

Diseases, infection dynamics, and development (2010)
Journal Article
Chakraborty, S., Papageorgiou, C., & Pérez Sebastián, F. (2010). Diseases, infection dynamics, and development. Journal of Monetary Economics, 57(7), 859-872. https://doi.org/10.1016/j.jmoneco.2010.08.004

The relationship between health and development is a subject of ongoing debate. This paper contributes to the debate by proposing a general equilibrium theory of infectious disease transmission, prevention investment, and rational behavior. Diseases... Read More about Diseases, infection dynamics, and development.

Curriculum changes using concept maps (2010)
Journal Article
Simon, J. (2010). Curriculum changes using concept maps. Accounting education, 19(3), 301-307. https://doi.org/10.1080/09639280903411336

As accounting educators we are frequently involved in developing and revising the curriculum. This might involve changes to incorporate new content and skills identified from attending conferences, reading texts and journals, peer-reviewing colleague... Read More about Curriculum changes using concept maps.

Strategic and general equilibrium models in poverty measurement studies (2010)
Journal Article
Bhattarai, K. (2010). Strategic and general equilibrium models in poverty measurement studies. Romanian journal of economic forecasting, 13(1), 137-150

Incentive compatibility in poverty alleviation game for the most efficient and just allocation of resources and maximisation of social welfare requires cooperation from both rich and poor households, governments and the global community. Noncooperati... Read More about Strategic and general equilibrium models in poverty measurement studies.

Physical distribution service quality in online retailing (2010)
Journal Article
Xing, Y., Grant, D. B., McKinnon, A. C., & Fernie, J. (2010). Physical distribution service quality in online retailing. International Journal of Physical Distribution and Logistics Management, 40(5), 415-432. https://doi.org/10.1108/09600031011052859

Purpose - Many traditional retailers use the internet as a complementary business channel while "pure player" retailers only sell products via the internet. The question of who is better at offering electronic physical distribution service quality (e... Read More about Physical distribution service quality in online retailing.

Developing environmental supply chain performance measures (2010)
Journal Article
Shaw, S., Grant, D. B., & Mangan, J. (2010). Developing environmental supply chain performance measures. Benchmarking, 17(3), 320-339. https://doi.org/10.1108/14635771011049326

Purpose – The purpose of this paper is to review extant literature and present a proposed research agenda to examine whether environmental, i.e. green performance measures, can be integrated within an existing supply chain performance framework, expl... Read More about Developing environmental supply chain performance measures.

Econometric analysis of microscopic simulation models (2010)
Journal Article
Li, Y., Donkers, B., & Melenberg, B. (2010). Econometric analysis of microscopic simulation models. Quantitative finance, 10(10), 1187-1201. https://doi.org/10.1080/14697680903460176

Microscopic simulation models are often evaluated based on visual inspection of the results. This paper presents formal econometric techniques to compare microscopic simulation (MS) models with real-life data. A related result is a methodology to com... Read More about Econometric analysis of microscopic simulation models.

The influence of social pressure and nationality on individual decisions: Evidence from the behaviour of referees (2010)
Journal Article
Dawson, P., & Dobson, S. (2010). The influence of social pressure and nationality on individual decisions: Evidence from the behaviour of referees. Journal of economic psychology, 31(2), 181-191. https://doi.org/10.1016/j.joep.2009.06.001

This study considers the influences on agents' decisions in an international context. Using data from five seasons of European cup football matches it is found that referees favour home teams when awarding yellow and red cards. Previous research on r... Read More about The influence of social pressure and nationality on individual decisions: Evidence from the behaviour of referees.

Do benchmark African equity indices exhibit the stylized facts? (2010)
Journal Article
Li, Y., Hamill, P. A., & Opong, K. K. (2010). Do benchmark African equity indices exhibit the stylized facts?. Global finance journal, 21(1), 71-97. https://doi.org/10.1016/j.gfj.2010.03.006

This paper investigates if benchmark African equity indices exhibit the stylized facts reported for financial time series returns. The returns distributions of the Africa All-Share, Large, Medium and Small Company Indices were found to be leptokurtot... Read More about Do benchmark African equity indices exhibit the stylized facts?.

Sources of competitiveness for logistics service providers: a UK industry perspective (2010)
Journal Article
Liu, X., McKinnon, A. C., Grant, D. B., & Feng, Y. (2010). Sources of competitiveness for logistics service providers: a UK industry perspective. Logistics Research, 2(1), 23-32. https://doi.org/10.1007/s12159-010-0024-7

This paper empirically examines perceptions on the sources of competitiveness for logistics service providers (LSPs) drawing on two influential theories of strategic management, Porter’s competitive advantage theory and the resource-based view (RBV).... Read More about Sources of competitiveness for logistics service providers: a UK industry perspective.

Crashes in real estate prices: causes and predictability (2010)
Journal Article
Xiao, Q. (2010). Crashes in real estate prices: causes and predictability. Urban studies, 47(8), 1725-1744. https://doi.org/10.1177/0042098009356482

Large swings in real estate prices that end in devastating crashes have been witnessed by many countries in the past two decades. To curtail the damage of these crashes, it is imperative that we understand their causes. This study proposes a model th... Read More about Crashes in real estate prices: causes and predictability.