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Nonlinearity everywhere: implications for empirical finance, technical analysis and value at risk (2021)
Journal Article
Amini, S., Hudson, R., Urquhart, A., & Wang, J. (in press). Nonlinearity everywhere: implications for empirical finance, technical analysis and value at risk. The European journal of finance, https://doi.org/10.1080/1351847X.2021.1900888

We show that expected returns on US stocks and all major global stock market indices have a particular form of non-linear dependence on previous returns. The expected sign of returns tends to reverse after large price movements and trends tend to con... Read More about Nonlinearity everywhere: implications for empirical finance, technical analysis and value at risk.

A Macromarketing Prescription for Covid-19: Solidarity and Care Ethics (2021)
Journal Article
Hyman, M. R., Shabbir, H. A., Hyman, M., & Kostyk, A. (in press). A Macromarketing Prescription for Covid-19: Solidarity and Care Ethics. Journal of Macromarketing, https://doi.org/10.1177/02761467211001544

Contextualized in the current pandemic, this essay discusses social marketing and public policy efforts from a ‘social solidarity and care ethics’ perspective. It presents a prototypical inclusivity-based approach for managing pandemics, with adaptiv... Read More about A Macromarketing Prescription for Covid-19: Solidarity and Care Ethics.

Investigating the impacts of climate change on ecosystem services in UK agro-ecosystems: An application of the DPSIR framework (2021)
Journal Article
Moss, E. D., Evans, D. M., & Atkins, J. P. (2021). Investigating the impacts of climate change on ecosystem services in UK agro-ecosystems: An application of the DPSIR framework. Land use policy, 105, Article 105394. https://doi.org/10.1016/j.landusepol.2021.105394

Understanding how climate change will affect agro-ecosystems and the ecosystem services they provide is a significant global challenge. Investigating this topic requires a holistic approach that can capture the complexity of agro-ecosystems and asses... Read More about Investigating the impacts of climate change on ecosystem services in UK agro-ecosystems: An application of the DPSIR framework.

Behavioural Framework for Managing Conflicts of Interest in Professional Accounting Firms (2021)
Journal Article
Ishaque, M., Attah-Boakye, R., & Yusuf, F. (in press). Behavioural Framework for Managing Conflicts of Interest in Professional Accounting Firms. British Journal of Management, https://doi.org/10.1111/1467-8551.12490

This paper proposes a behavioural framework to complement professional accounting firms’ measures for managing conflicts of interest. Following an empirical examination of the process through which conflicts of interest affect accounting professional... Read More about Behavioural Framework for Managing Conflicts of Interest in Professional Accounting Firms.

From light touch to top management control: HSBC’s integration of its first two acquired subsidiaries 1960-1980 (2021)
Journal Article
Lu, Q., Toms, S., & Wei, Y. (2023). From light touch to top management control: HSBC’s integration of its first two acquired subsidiaries 1960-1980. Business history, 65(4), 656-678. https://doi.org/10.1080/00076791.2021.1883000

This research contributes to British multinational banking history, post-acquisition integration and legitimacy research, by exploring HSBC’s top management control integration with its first two acquired British banks, during the period 1960–1980, f... Read More about From light touch to top management control: HSBC’s integration of its first two acquired subsidiaries 1960-1980.

India Led Growth in South Asia: Empirical Analyses (2021)
Journal Article
Bhattarai, K. (2021). India Led Growth in South Asia: Empirical Analyses. Journal of Development Economics and Finance, 1(2), 401-415

Strategic lessons are drown based on Ramsey model of growth for the South Asia region and empirical panel data analysis on the determinates of growth in it. Given its size of population this region should push for growth and increase its share of glo... Read More about India Led Growth in South Asia: Empirical Analyses.

Polymeric self-assembled cucurbit[n]urils: Synthesis, structures and applications (2021)
Journal Article
Yang, D., Liu, M., Xiao, X., Tao, Z., & Redshaw, C. (2021). Polymeric self-assembled cucurbit[n]urils: Synthesis, structures and applications. Coordination chemistry reviews, 434, Article 213733. https://doi.org/10.1016/j.ccr.2020.213733

In recent years, cucurbit[n]urils (CB[n] or Q[n]s) have attracted considerable attention on account of their unique structural and host–guest binding properties. In this review, we provide an overview of their self-assembly into polymeric species via... Read More about Polymeric self-assembled cucurbit[n]urils: Synthesis, structures and applications.

Was a deterioration in ‘connectedness’ a leading indicator of the European sovereign debt crisis? (2021)
Journal Article
Hamill, P. A., Li, Y., Pantelous, A., Vigne, S. A., & Waterworth, J. (2021). Was a deterioration in ‘connectedness’ a leading indicator of the European sovereign debt crisis?. Journal of International Financial Markets, Institutions and Money, Article 101300. https://doi.org/10.1016/j.intfin.2021.101300

This paper investigates network connectedness of European sovereign bond markets from 2005 to 2011. To overcome weaknesses in alternative methodologies to estimate network connectedness we adopt the unified methodology recommended by Diebold and Yilm... Read More about Was a deterioration in ‘connectedness’ a leading indicator of the European sovereign debt crisis?.

Cultural ecosystem services and wellbeing policies for tourism – transnational and national challenges and opportunities (2021)
Journal Article
Dłużewska, A., Tuohino, A., & Correia, F. (2021). Cultural ecosystem services and wellbeing policies for tourism – transnational and national challenges and opportunities. Czasopismo Geograficzne, 91(1-2), 285-306

The aim of the paper is to present the results of a comparative study about cultural ecosystem services (CES ), wellbeing and tourism policies in UK , Finland and Poland in the years 2012–2018. We start with a review of the theoretical background and... Read More about Cultural ecosystem services and wellbeing policies for tourism – transnational and national challenges and opportunities.

Same same but different – Stylized facts of CTA sub strategies (2021)
Journal Article
Erdős, P., Li, Y., Liu, R., & Mende, A. (2021). Same same but different – Stylized facts of CTA sub strategies. International review of financial analysis, 74, Article 101657. https://doi.org/10.1016/j.irfa.2021.101657

Using a unique dataset of daily returns of 89 programmes of Commodity Trading Advisors (CTA), we investigate the distributional properties of CTA strategies including trend following, fundamental and contrarian strategies. We find that daily data exh... Read More about Same same but different – Stylized facts of CTA sub strategies.

A cluster randomised trial of a Needs Assessment Tool for adult Cancer patients and their carers (NAT-C) in primary care: A feasibility study (2021)
Journal Article
Clark, J., Amoakwa, E., Wright-Hughes, A., Blenkinsopp, J., Currow, D. C., Meads, D., Farrin, A., Allgar, V., Macleod, U., & Johnson, M. (2021). A cluster randomised trial of a Needs Assessment Tool for adult Cancer patients and their carers (NAT-C) in primary care: A feasibility study. PLoS ONE, 16(1), Article e0245647. https://doi.org/10.1371/journal.pone.0245647

Background People with cancer often have unidentified symptoms and social care needs. The Needs Assessment Tool-Cancer (NAT-C) is a validated, structured method of assessing patient/ carer concerns and prompting action, to address unmet need. Aims As... Read More about A cluster randomised trial of a Needs Assessment Tool for adult Cancer patients and their carers (NAT-C) in primary care: A feasibility study.

CEO Overconfidence and the Probability of Corporate Failure: Evidence from the United Kingdom (2021)
Journal Article
Leng, J., Ozkan, A., Ozkan, N., & Trzeciakiewicz, A. (in press). CEO Overconfidence and the Probability of Corporate Failure: Evidence from the United Kingdom. The European journal of finance, https://doi.org/10.1080/1351847X.2021.1876131

This paper investigates the impact of CEO overconfidence on the probability of corporate bankruptcy. Using a large dataset of UK firms, we find that firms with overconfident CEOs face a greater risk of failure. The presence of overconfident CEOs lead... Read More about CEO Overconfidence and the Probability of Corporate Failure: Evidence from the United Kingdom.

Artificial intelligence-driven music biometrics influencing customers’ retail buying behavior (2021)
Journal Article
Rodgers, W., Yeung, F., Odindo, C., & Degbey, W. Y. (2021). Artificial intelligence-driven music biometrics influencing customers’ retail buying behavior. Journal of business research, 126, 401-414. https://doi.org/10.1016/j.jbusres.2020.12.039

This study examines the digital transformation effects of artificial intelligence (AI)-based facial and music biometrics on customers' cognitive and emotional states and how these effects influence their behavioral responses on value creation. Using... Read More about Artificial intelligence-driven music biometrics influencing customers’ retail buying behavior.

Bayesian Value-at-Risk backtesting: The case of annuity pricing (2021)
Journal Article
Leung, M., Li, Y., Pantelous, A. A., & Vigne, S. A. (in press). Bayesian Value-at-Risk backtesting: The case of annuity pricing. European journal of operational research, https://doi.org/10.1016/j.ejor.2020.12.051

We propose new Unconditional, Independence and Conditional Coverage VaR-forecast backtests for the case of annuity pricing under a Bayesian framework that significantly minimise the direct and indirect effects of p-hacking or other biased outcomes in... Read More about Bayesian Value-at-Risk backtesting: The case of annuity pricing.

Online child sexual exploitation: a new MIS challenge (2021)
Journal Article
Demetis, D. S., & Kietzmann, J. (2021). Online child sexual exploitation: a new MIS challenge. Journal of the Association for Information Systems, 22(1), 5-40. https://doi.org/10.17705/1jais.00652

© 2021, Association for Information Systems. All rights reserved. This paper deals with the difficult yet increasingly important MIS phenomenon of online child sexual exploitation (online CSE). Through the use of secondary and publicly available data... Read More about Online child sexual exploitation: a new MIS challenge.

Equilibrating ripple effect, disturbing information cascade effect and regional disparity – A perspective from China's tiered housing markets (2021)
Journal Article
Xiao, Q. (2023). Equilibrating ripple effect, disturbing information cascade effect and regional disparity – A perspective from China's tiered housing markets. International journal of finance & economics : IJFE, 28(1), 858-875. https://doi.org/10.1002/ijfe.2453

The current study investigates the role of the tier-one cities of China in affecting regional disparities within and across its five mega-city clusters, through the lens of housing market. For that purpose, an equilibrating ripple effect is different... Read More about Equilibrating ripple effect, disturbing information cascade effect and regional disparity – A perspective from China's tiered housing markets.

Order book price impact in the Chinese soybean futures market (2021)
Journal Article
Jin, M., Kearney, F., Li, Y., & Yang, Y. C. (in press). Order book price impact in the Chinese soybean futures market. International journal of finance & economics : IJFE, https://doi.org/10.1002/ijfe.2439

We study the price impact of order flow in the world's largest soybean meal futures markets. Our intraday results indicate that incoming orders can be used to explain and predict future price changes. Our results are shown to be robust to various ord... Read More about Order book price impact in the Chinese soybean futures market.

Exhaustible Resources and Sustainable Growth: Evidence from Libya (2020)
Journal Article
Taloba, A. I., & Bhattarai, K. R. (2020). Exhaustible Resources and Sustainable Growth: Evidence from Libya. Journal of Development Economics and Finance, 1(2), 361-384

Natural endowments and economic growth are often connected. However, this relationship is still controversial. Although natural resources are crucial for economic growth, there is a kind of puzzling aspect in their relationship. For the oil-based eco... Read More about Exhaustible Resources and Sustainable Growth: Evidence from Libya.

Determinants of Capital Flight: New Panel Evidence from Sub-Saharan Africa (SSA) (2020)
Journal Article
Egbulonu, A. J., & Bhattarai, K. (2020). Determinants of Capital Flight: New Panel Evidence from Sub-Saharan Africa (SSA). Journal of Development Economics and Finance, 1(2), 255-287

This paper examines the determinants of capital flight in sub Saharan African countries (SSA) by introducing corruption as a focus variable in the model. The econometric analysis is based on data from 25 SSA countries over the period 1986-2010 using... Read More about Determinants of Capital Flight: New Panel Evidence from Sub-Saharan Africa (SSA).