Journal Article |
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12 months |
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12 months |
Total |
A random effects ordered probit model for rating migrations |
0 |
0 |
3 |
104 |
0 |
0 |
4 |
247 |
A substitution effect between price clustering and size clustering in credit default swaps |
0 |
0 |
0 |
5 |
0 |
1 |
3 |
66 |
An analysis of bid-ask spreads on American-and European-style index options |
0 |
0 |
0 |
32 |
2 |
2 |
3 |
165 |
An empirical comparison of quoted and implied bid-ask spreads on futures contracts |
0 |
0 |
2 |
59 |
1 |
1 |
4 |
237 |
Are single stock futures used as an alternative during a short‐selling ban? |
0 |
0 |
0 |
3 |
1 |
1 |
2 |
32 |
Commonality in equity options liquidity: evidence from European Markets |
0 |
0 |
0 |
2 |
0 |
1 |
3 |
20 |
Commonality in liquidity across options and stock futures markets |
0 |
0 |
0 |
4 |
2 |
2 |
2 |
16 |
Deal! Market reactions to the agreement on the EU Covid-19 recovery fund |
0 |
0 |
2 |
2 |
0 |
1 |
4 |
4 |
Decreased price clustering in FTSE100 futures contracts following a transfer from floor to electronic trading |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
39 |
Differences of opinion in sovereign credit signals during the European crisis |
0 |
0 |
0 |
5 |
0 |
1 |
1 |
29 |
Dividend Stability, Dividend Yield and Stock Returns: UK Evidence |
0 |
0 |
0 |
32 |
1 |
3 |
8 |
99 |
Does competition improve sovereign credit rating quality? |
0 |
0 |
0 |
5 |
1 |
1 |
8 |
34 |
Does sovereign creditworthiness affect bank valuations in emerging markets? |
0 |
0 |
0 |
18 |
0 |
0 |
1 |
101 |
Does the disclosure of unsolicited sovereign rating status affect bank ratings? |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
Explaining international equity valuation ratios: The roles of commodity price inflation and relative asset volatilities |
0 |
0 |
0 |
2 |
0 |
1 |
1 |
9 |
Foreign exchange market reactions to sovereign credit news |
1 |
1 |
6 |
131 |
2 |
2 |
12 |
440 |
Forward/forward volatilities and the term structure of implied volatility |
0 |
3 |
8 |
209 |
1 |
6 |
18 |
427 |
Fractional versus decimal pricing: Evidence from the UK Long Gilt futures market |
0 |
0 |
0 |
3 |
1 |
1 |
1 |
22 |
Heterogeneity of sovereign rating migrations in emerging countries |
0 |
0 |
1 |
72 |
2 |
2 |
5 |
371 |
Impact of demographic and economic variables on financial policy purchase timing decisions |
0 |
0 |
0 |
1 |
1 |
1 |
1 |
11 |
In Search of Concepts: The Effects of Speculative Demand on Stock Returns |
0 |
0 |
0 |
2 |
0 |
0 |
4 |
27 |
International Evidence on the Payout Ratio, Earnings, Dividends, and Returns |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
Intraday Empirical Regularities in Interest Rate and Equity Index Futures Markets, and the Effect of Macroeconomic Announcements |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
5 |
Intra‐day volatility components in FTSE‐100 stock index futures |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
20 |
Investors’ heterogeneous beliefs and the impact of sovereign credit ratings in foreign exchange and equity markets |
0 |
0 |
0 |
2 |
0 |
0 |
2 |
17 |
Leads and lags in sovereign credit ratings |
0 |
1 |
5 |
274 |
2 |
6 |
19 |
655 |
Market Impact under a New Regulatory Regime: Credit Rating Agencies in Europe |
0 |
0 |
0 |
6 |
1 |
2 |
2 |
36 |
Market reactions to the implementation of the Banking Union in Europe |
1 |
2 |
4 |
8 |
2 |
3 |
6 |
32 |
Market structure and microstructure, in international interest rate futures markets |
0 |
0 |
0 |
50 |
0 |
0 |
3 |
170 |
Microstructure effects, bid-ask spreads and volatility in the spot foreign exchange market pre and post-EMU |
0 |
0 |
1 |
46 |
1 |
1 |
3 |
140 |
Open interest, cross listing, and information shocks |
0 |
0 |
0 |
3 |
1 |
1 |
1 |
28 |
Price Clustering in Individual Equity Options: Moneyness, Maturity, and Price Level |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
89 |
Price clustering and bid-ask spreads in international bond futures |
0 |
0 |
0 |
43 |
1 |
2 |
2 |
157 |
Price clustering and underpricing in the IPO aftermarket |
0 |
0 |
0 |
29 |
1 |
2 |
2 |
187 |
Prospective utility and time-varying optimal asset allocation for the UK: 1803-1995 |
0 |
0 |
0 |
34 |
0 |
1 |
1 |
119 |
Rating agencies' credit signals: An analysis of sovereign watch and outlook |
1 |
1 |
2 |
68 |
2 |
2 |
10 |
247 |
Rating agencies’ signals during the European sovereign debt crisis: Market impact and spillovers |
0 |
1 |
2 |
258 |
2 |
3 |
9 |
704 |
Regulating rating agencies: A conservative behavioural change |
0 |
0 |
0 |
5 |
0 |
0 |
2 |
18 |
Return reversals and the compass rose: insights from high frequency options data |
0 |
0 |
0 |
13 |
0 |
1 |
1 |
88 |
Size clustering in the FTSE100 index futures market |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
17 |
Sovereign rating actions and the implied volatility of stock index options |
0 |
0 |
0 |
14 |
1 |
1 |
1 |
80 |
Speculate against speculative demand |
0 |
0 |
0 |
12 |
1 |
1 |
2 |
72 |
Split sovereign ratings and rating migrations in emerging economies |
0 |
0 |
1 |
56 |
1 |
1 |
6 |
225 |
Structural changes, bid-ask spread composition and tick size in inter-bank futures trading |
0 |
0 |
0 |
17 |
1 |
2 |
2 |
105 |
Technical analysis as a sentiment barometer and the cross-section of stock returns |
0 |
1 |
1 |
1 |
0 |
1 |
3 |
4 |
Tests of non‐linearity using LIFFE futures transactions price data |
0 |
0 |
0 |
0 |
2 |
3 |
4 |
5 |
The Causes and Extent of Split Sovereign Credit Ratings in Emerging Markets |
3 |
3 |
6 |
48 |
5 |
5 |
9 |
129 |
The Components of Electronic Inter‐Dealer Spot FX Bid‐Ask Spreads |
0 |
0 |
0 |
0 |
3 |
3 |
3 |
9 |
The European Bank Recovery and Resolution Directive: A market assessment |
0 |
0 |
1 |
20 |
1 |
2 |
11 |
76 |
The Impact of a Premium‐Based Tick Size on Equity Option Liquidity |
0 |
0 |
0 |
1 |
0 |
1 |
2 |
22 |
The Role of Payout Ratio in the Relationship Between Stock Returns and Dividend Yield |
0 |
0 |
2 |
36 |
1 |
1 |
7 |
98 |
The bid‐ask spread on stock index options: An ordered probit analysis |
0 |
0 |
0 |
2 |
1 |
2 |
2 |
16 |
The credit signals that matter most for sovereign bond spreads with split rating |
0 |
0 |
0 |
34 |
0 |
0 |
2 |
128 |
The determinants of trading volume for cross-listed Euribor futures contracts |
0 |
0 |
0 |
81 |
1 |
2 |
2 |
326 |
The evolution and determinants of the non-performing loan burden in Italian banking |
1 |
2 |
2 |
2 |
2 |
4 |
12 |
12 |
The impact of ESMA regulatory identifiers on the quality of ratings |
0 |
0 |
0 |
2 |
1 |
1 |
3 |
31 |
The impact of regulatory reforms on European bank behaviour: A dynamic structural estimation |
0 |
0 |
2 |
5 |
2 |
3 |
11 |
21 |
The impact of sovereign rating actions on bank ratings in emerging markets |
0 |
0 |
4 |
153 |
2 |
2 |
15 |
554 |
The influence of rating levels and rating convergence on the spillover effects of sovereign credit actions |
0 |
0 |
0 |
23 |
2 |
11 |
21 |
168 |
The intraday determination of liquidity in the NYSE LIFFE equity option markets |
0 |
0 |
1 |
4 |
0 |
1 |
2 |
19 |
The intraday relationship between volume and volatility in LIFFE futures markets |
0 |
0 |
0 |
102 |
0 |
0 |
0 |
316 |
The lead-lag relationship between the FTSE100 stock index and its derivative contracts |
0 |
0 |
0 |
231 |
1 |
1 |
2 |
1,104 |
The role of private information in return volatility, bid-ask spreads and price levels in the foreign exchange market |
0 |
0 |
0 |
75 |
0 |
0 |
2 |
213 |
The sovereign-bank rating channel and rating agencies' downgrades during the European debt crisis |
0 |
0 |
1 |
87 |
2 |
2 |
8 |
298 |
Trade size clustering and the cost of trading at the London Stock Exchange |
0 |
0 |
0 |
10 |
1 |
3 |
3 |
75 |
Volatility forecasting in the framework of the option expiry cycle |
0 |
0 |
0 |
145 |
0 |
0 |
2 |
456 |
Total Journal Articles |
7 |
15 |
57 |
2,701 |
59 |
105 |
294 |
9,694 |