All Outputs (599)

Dynamic interaction between markets for leasing and selling automobiles (2014)
Journal Article
Andrikopoulos, A., & Markellos, R. N. (2015). Dynamic interaction between markets for leasing and selling automobiles. Journal of Banking and Finance, 50, 260-270. https://doi.org/10.1016/j.jbankfin.2014.01.032

We develop a model of dynamic interactions between price variations in leasing and selling markets for automobiles. Our framework assumes a differential game between multiple Bertrand-type competing firms which offer differentiated products to forwar... Read More about Dynamic interaction between markets for leasing and selling automobiles.

Estimating liquidity risk using the exposure-based cash-flow-at-risk approach: an application to the UK banking sector (2014)
Journal Article
Yan, M., Hall, M. J., & Turner, P. (2014). Estimating liquidity risk using the exposure-based cash-flow-at-risk approach: an application to the UK banking sector. International journal of finance & economics : IJFE, 19(3), 225-238. https://doi.org/10.1002/ijfe.1495

This paper uses a relatively new quantitative model for estimating UK banks' liquidity risk. The model is called the exposure-based cash-flow-at-risk (CFaR) model, which not only measures a bank's liquidity risk tolerance but also helps to improve li... Read More about Estimating liquidity risk using the exposure-based cash-flow-at-risk approach: an application to the UK banking sector.

Enablers and barriers in German online food retailing (2014)
Journal Article
Grant, D., Fernie, J., & Schulz, B. (2014). Enablers and barriers in German online food retailing. Supply chain forum : an international journal / ISLI, Institute for Supply Chain Excellence, 15(3), 4-11. https://doi.org/10.1080/16258312.2014.11517346

This article discusses enablers and barriers in online food retailing in Germany. The German food retail sector is one of the largest in Europe; however, its online or Internet provision for customers lags way behind the United Kingdom and France. Pr... Read More about Enablers and barriers in German online food retailing.

Is there a social norm to recycle? (2014)
Book Chapter
Abbott, A., Nandeibam, S. S., & O'Shea, L. (2014). Is there a social norm to recycle?. In T. C. Kinnaman, & K. Takeuchi (Eds.), Handbook on Waste Management (53-74). Cheltenham: Edward Elgar Publishing

Market reforms and commodity price volatility: the case of East African Coffee Market (2013)
Journal Article
Lukanima, B., & Swaray, R. (2014). Market reforms and commodity price volatility: the case of East African Coffee Market. The World economy, 37(8), 1152-1185. https://doi.org/10.1111/twec.12124

The goal of this paper is to examine the impact of commodity market reforms on producer price volatility using evidence from the East African coffee market. The results, based on time-varying volatility models and key summary statistics, show that co... Read More about Market reforms and commodity price volatility: the case of East African Coffee Market.

Does high frequency trading affect technical analysis and market efficiency? And if so, how? (2013)
Journal Article
Manahov, V., Hudson, R., & Gebka, B. (2014). Does high frequency trading affect technical analysis and market efficiency? And if so, how?. Journal of International Financial Markets, Institutions and Money, 28, 131-157. https://doi.org/10.1016/j.intfin.2013.11.002

In this paper we investigate how high frequency trading affects technical analysis and market efficiency in the foreign exchange (FX) market by using a special adaptive form of the Strongly Typed Genetic Programming (STGP)-based learning algorithm. W... Read More about Does high frequency trading affect technical analysis and market efficiency? And if so, how?.

The intergenerational effect of parental education on child health: evidence from the UK (2013)
Journal Article
Silles, M. A. (2015). The intergenerational effect of parental education on child health: evidence from the UK. Education Economics, 23(4), 455-469. https://doi.org/10.1080/09645292.2013.858660

While many earlier studies have shown a positive correlation between parents' education and children health, little attempt has been made to address the possibility that unobserved characteristics underlie this intergenerational relationship. This pa... Read More about The intergenerational effect of parental education on child health: evidence from the UK.

The implications of trader cognitive abilities on stock market properties (2013)
Journal Article
Manahov, V., Soufian, M., & Hudson, R. (2014). The implications of trader cognitive abilities on stock market properties. Intelligent Systems in Accounting, Finance and Management, 21(1), 1-18. https://doi.org/10.1002/isaf.1348

Market structure and individual rationality remain at the centre of a debate as to which is the main driving force in market performance. We examine the role of individual rationality, comparing zero‐intelligence traders with traders with different l... Read More about The implications of trader cognitive abilities on stock market properties.

Do dividends signal future earnings in the Nordic stock markets? (2013)
Journal Article
Liljeblom, E., Mollah, S., & Rotter, P. (2015). Do dividends signal future earnings in the Nordic stock markets?. Review of Quantitative Finance and Accounting, 44(3), 493-511. https://doi.org/10.1007/s11156-013-0415-3

We study the informational content of dividends on three Nordic civil law markets, where other simultaneous but blurring motives for dividends may be weaker. Using aggregate data on real earnings per share and payout ratios, long time series from 196... Read More about Do dividends signal future earnings in the Nordic stock markets?.

Corporate dividend policy in Thailand: theory and evidence (2013)
Journal Article
Fairchild, R., Guney, Y., & Thanatawee, Y. (2014). Corporate dividend policy in Thailand: theory and evidence. International review of financial analysis, 31, 129-151. https://doi.org/10.1016/j.irfa.2013.10.006

This paper examines dividend changes in an emerging market: Thailand. We begin by considering the possible effects of the Thai corporate environment on dividend policy. We develop a theoretical model that considers the relationship between the streng... Read More about Corporate dividend policy in Thailand: theory and evidence.

Adapting financial rationality: Is a new paradigm emerging? (2013)
Journal Article
Soufian, M., Forbes, W., & Hudson, R. (2014). Adapting financial rationality: Is a new paradigm emerging?. Critical Perspectives On Accounting, 25(8), 724-742. https://doi.org/10.1016/j.cpa.2013.08.009

We discuss the implications of an alternative to the efficient market hypothesis (EMH) the adaptive market hypothesis (AMH). The AMH advances a theoretical basis for a new financial paradigm which can better model such phenomena as the recent financi... Read More about Adapting financial rationality: Is a new paradigm emerging?.

Can the benefits of physical seabed restoration justify the costs? An assessment of a disused aggregate extraction site off the Thames Estuary, UK (2013)
Journal Article
Cooper, K., Burdon, D., Atkins, J. P., Weiss, L., Somerfield, P., Elliott, M., Turner, K., Ware, S., & Vivian, C. (2013). Can the benefits of physical seabed restoration justify the costs? An assessment of a disused aggregate extraction site off the Thames Estuary, UK. Marine pollution bulletin, 75(1-2), 33-45. https://doi.org/10.1016/j.marpolbul.2013.08.009

Physical and biological seabed impacts can persist long after the cessation of marine aggregate dredging. Whilst small-scale experimental studies have shown that it may be possible to mitigate such impacts, it is unclear whether the costs of restorat... Read More about Can the benefits of physical seabed restoration justify the costs? An assessment of a disused aggregate extraction site off the Thames Estuary, UK.

Impact of China's currency valuation and labour cost on the US in a trade and exchange rate model (2013)
Journal Article
Bhattarai, K., & Mallick, S. (2013). Impact of China's currency valuation and labour cost on the US in a trade and exchange rate model. North American journal of economics and finance, 25, 40-59. https://doi.org/10.1016/j.najef.2013.03.001

Ricardian dynamic general equilibrium analyses show that under free trade arrangements a low income country with lower wage cost and large endowment of labour has comparative advantage in trade. Efficiency gains from this enhance economic growth and... Read More about Impact of China's currency valuation and labour cost on the US in a trade and exchange rate model.

Are income differences within the OECD diminishing? Evidence from Fourier unit root tests (2013)
Journal Article
King, A., & Ramlogan-Dobson, C. (2014). Are income differences within the OECD diminishing? Evidence from Fourier unit root tests. Studies in nonlinear dynamics and econometrics / sponsored by the MIT Press and the Society for Nonlinear Dynamics and Econometrics, 18(2), 185-199. https://doi.org/10.1515/snde-2013-0008

We investigate the income convergence hypothesis for 24 OECD countries using Fourier-type unit root tests that can account for structural breaks of unknown number, timing and functional form in a series’ data generating process. Our results indicate... Read More about Are income differences within the OECD diminishing? Evidence from Fourier unit root tests.

Do marine protected areas deliver flows of ecosystem services to support human welfare? (2013)
Journal Article
Potts, T., Burdon, D., Jackson, E., Atkins, J., Saunders, J., Hastings, E., & Langmead, O. (2014). Do marine protected areas deliver flows of ecosystem services to support human welfare?. Marine Policy, 44, 139-148. https://doi.org/10.1016/j.marpol.2013.08.011

This paper examines the potential relationships between the ecosystem services provided by the coastal and marine environment and the designation of marine protected areas. The hypothesis is that relationships exist between the provision of ecosystem... Read More about Do marine protected areas deliver flows of ecosystem services to support human welfare?.

The rise and fall of (Chinese) African apparel exports (2013)
Journal Article
Rotunno, L., Vézina, P. L., & Wang, Z. (2013). The rise and fall of (Chinese) African apparel exports. Journal of Development Economics, 105, 152-163. https://doi.org/10.1016/j.jdeveco.2013.08.001

During the final years of the Multifiber Agreement (2001-2005) the US imposed quotas on Chinese apparel while it gave African apparel duty- and quota-free access. We argue that the combination of these policies led to a rapid but ephemeral rise of Af... Read More about The rise and fall of (Chinese) African apparel exports.

Is the relationship between prices and exchange rates homogeneous? (2013)
Journal Article
Hall, S. G., Hondroyiannis, G., Kenjegaliev, A., Swamy, P. A. V. B., & Tavlas, G. S. (2013). Is the relationship between prices and exchange rates homogeneous?. Journal of International Money and Finance, 37, 411-438. https://doi.org/10.1016/j.jimonfin.2013.06.014

Empirical tests of purchasing power parity (PPP) are implicitly based on the conditions of symmetry and proportionality of the price coefficients. We investigate a separate condition, which we term homogeneity. Specifically, while there may be factor... Read More about Is the relationship between prices and exchange rates homogeneous?.

Ethics in tax practice: A study of the effect of practitioner firm size (2013)
Journal Article
Doyle, E., Frecknall-Hughes, J., & Summers, B. (2014). Ethics in tax practice: A study of the effect of practitioner firm size. Journal of Business Ethics, 122(4), 623-641. https://doi.org/10.1007/s10551-013-1780-5

While much of the empirical accounting literature suggests that, if differences do exist, Big Four employees are more ethical than non-Big Four employees, this trend has not been evident in the recent media coverage of Big Four tax practitioners acti... Read More about Ethics in tax practice: A study of the effect of practitioner firm size.

Convergence of inflationary shocks: Evidence from the Caribbean (2013)
Journal Article
Cuestas, J. C., & Ramlogan-Dobson, C. (2013). Convergence of inflationary shocks: Evidence from the Caribbean. The World economy, 36(9), 1229-1243. https://doi.org/10.1111/twec.12082

In this paper, we aim to shed some light on the inflation dynamics in the Caribbean. We analyse the inflation rates for twelve countries using various time series methods. The results show that the inflation rates are mean reverting processes and tha... Read More about Convergence of inflationary shocks: Evidence from the Caribbean.

Measuring currency pressures: the cases of the Japanese yen, the Chinese yuan, and the UK pound (2013)
Journal Article
Hall, S. G., Kenjegaliev, A., Swamy, P. A. V. B., & Tavlas, G. S. (2013). Measuring currency pressures: the cases of the Japanese yen, the Chinese yuan, and the UK pound. Journal of the Japanese and International Economies, 29(September), 1-20. https://doi.org/10.1016/j.jjie.2013.04.001

We investigate bilateral currency pressures against the US dollar for three currencies: the Japanese yen, the Chinese yuan, and the UK pound during the period 2000:Q1 to 2009:Q4. We employ a model-based methodology to measure exchange market pressure... Read More about Measuring currency pressures: the cases of the Japanese yen, the Chinese yuan, and the UK pound.