我要吃瓜

Article

The Predictive Power of the Oil Variance Risk Premium

McMillan D & Ziadat S (2025) The Predictive Power of the Oil Variance Risk Premium. Resources Policy, 103, Art. No.: 105550. https://doi.org/10.1016/j.resourpol.2025.105550

Article

Macroeconomic determinants of the stock market: A comparative study of Anglosphere and BRICS

Humpe A, McMillan DG & Sch?ttl A (2025) Macroeconomic determinants of the stock market: A comparative study of Anglosphere and BRICS. Finance Research Letters, 75, Art. No.: 106869. https://doi.org/10.1016/j.frl.2025.106869

Article

Internationalisation, waste management, and board attributes

Uyar A, Al-Shaer H, Kuzey C & Karaman A (2025) Internationalisation, waste management, and board attributes. Business Strategy and the Environment, 34 (3), pp. 3714-3738. https://doi.org/10.1002/bse.4175

Article

Is Portfolio Diversification Still Effective: Evidence Spanning Three Crises from the Perspective of U.S. Investors

McMillan D, Kambouroudis D & Huang R (2025) Is Portfolio Diversification Still Effective: Evidence Spanning Three Crises from the Perspective of U.S. Investors. Journal of Asset Management.

Article

Risky firms, ESG, and firm value: do women undertake a particular role?

Al-Shaer H, Kuzey C, Uyar A, Karaman A & Hasnaoui A (2025) Risky firms, ESG, and firm value: do women undertake a particular role?. Journal of Accounting Literature. https://doi.org/10.1108/JAL-04-2024-0065

Article

Forecasting the Realized Volatility of Stock Markets: The Roles of Jumps and Asymmetric Spillovers

McMillan D (2024) Forecasting the Realized Volatility of Stock Markets: The Roles of Jumps and Asymmetric Spillovers. Journal of Forecasting. https://doi.org/10.1002/for.3219

Article

Building towards One Health: A Transdisciplinary Autoethnographic Approach to Understanding Perceptions of Sustainable Aquatic Foods in Vietnam

Li S, Ang SY, Hunter AM, Erdem S, Bostock J, Da CT, Nguyen NT, Moss A, Hope W, Howie C, Newton R, Casteleiro MA & Little D (2024) Building towards One Health: A Transdisciplinary Autoethnographic Approach to Understanding Perceptions of Sustainable Aquatic Foods in Vietnam. Sustainability, 16 (24), pp. 1-23, Art. No.: 10865. https://www.mdpi.com/2071-1050/16/24/10865; https://doi.org/10.3390/su162410865

Article

Cultivating Public Value and Accountability Beyond NPM: A Non‐Western Perspective

Ang SY & Wickramasinghe D (2024) Cultivating Public Value and Accountability Beyond NPM: A Non‐Western Perspective. Financial Accountability & Management. https://doi.org/10.1111/faam.12426

Article

Do firms with more powerful CEOs and greater visibility have better social reputation?

Kuzey C, Uyar A, Al-Shaer H & Karaman A (2024) Do firms with more powerful CEOs and greater visibility have better social reputation?. International Journal of Accounting and Information Management. https://doi.org/10.1108/IJAIM-06-2024-0214

Article

Left-Tail Risk and UK Stock Return Predictability: Underreaction, Overreaction, and Arbitrage Difficulties

Khasawneh M, McMillan D & Kambouroudis D (2024) Left-Tail Risk and UK Stock Return Predictability: Underreaction, Overreaction, and Arbitrage Difficulties. International Review of Financial Analysis, 95 (A), Art. No.: 103333. https://doi.org/10.1016/j.irfa.2024.103333

Article

Internal governance, external pressure, and biodiversity disclosure

Uyar A, Al-Shaer H, Kuzey C & Karaman A (2024) Internal governance, external pressure, and biodiversity disclosure. Journal of International Accounting, Auditing and Taxation.

Article

Performance evaluation in teaching: Dissecting student evaluations in higher education

Cook S, Watson D & Webb R (2024) Performance evaluation in teaching: Dissecting student evaluations in higher education. Studies in Educational Evaluation, 81. https://doi.org/10.1016/j.stueduc.2024.101342

Article

Numerological Superstitions and Market-Wide Herding: Evidence from China

Cui Y, Gavriilidis K, Gabka B & Kallinterakis V (2024) Numerological Superstitions and Market-Wide Herding: Evidence from China. International Review of Financial Analysis, 93. https://doi.org/10.1016/j.irfa.2024.103199

Article

CEO gender, critical mass of board gender diversity, and ESG performance: UK evidence

Al-Shaer H, Zaman M & Albitar K (2024) CEO gender, critical mass of board gender diversity, and ESG performance: UK evidence. Journal of Accounting Literature. https://doi.org/10.1108/JAL-10-2023-0181

Article

Do board monitoring and audit committee quality help risky firms reduce CSR controversies?

Kuzey C, Al-Shaer H, Uyar A & Karaman A (2024) Do board monitoring and audit committee quality help risky firms reduce CSR controversies?. Review of Quantitative Finance and Accounting. https://doi.org/10.1007/s11156-024-01280-6

Article

Corporate Accountability for Human Rights: Evidence from Conflict Mineral Ratings

Al-Shaer H, Albitar K & Hussainey K (2024) Corporate Accountability for Human Rights: Evidence from Conflict Mineral Ratings. Business and Society.

Article

Sustainable products and audit fees: empirical evidence from western European countries

Al Ani MK, ALshubiri F & Al-Shaer H (2024) Sustainable products and audit fees: empirical evidence from western European countries. Sustainability Accounting, Management and Policy Journal. https://doi.org/10.1108/SAMPJ-03-2023-0131

Article

The impact of internal governance mechanisms on environmental performance of Saudi firms

Alwadani N, Al-Shaer H & Khaldoon A (2024) The impact of internal governance mechanisms on environmental performance of Saudi firms. International Journal of Accounting and Information Management, 32 (1), pp. 40-57. https://doi.org/10.1108/IJAIM-04-2023-0084

Book Chapter

Creation and Consumption Experience of Cultural Value in Contemporary Art

Fillis I, Lee B & Fraser I (2023) Creation and Consumption Experience of Cultural Value in Contemporary Art. In: Jung Y, Vakharia N & Vecco M (eds.) The Oxford Handbook of Arts and Cultural Management. Oxford: Oxford University Press. https://doi.org/10.1093/oxfordhb/9780197621615.013.28

Book Chapter

Cultural Value and Professionalization of Emerging Contemporary Artists

Fillis I, Lee B & Fraser I (2023) Cultural Value and Professionalization of Emerging Contemporary Artists. In: Wyszomirski MJ & Chang W (eds.) Abingdon: Routledge, pp. 164-183. https://doi.org/10.4324/9781003138693-11

Editorial

Sustainability Accounting in the Global Context

Al-Shaer H, Albitar K & Li Z (2023) Sustainability Accounting in the Global Context. Sustainability. https://www.mdpi.com/si/135427

Article

Public governance, corporate governance, and excessive ESG

Kuzey C, Al-Shaer H, Karaman A & Uyar A (2023) Public governance, corporate governance, and excessive ESG. Corporate Governance, 23 (7), pp. 1748-1777. https://doi.org/10.1108/CG-01-2023-0028

Article

Do foreign directors reinforce better waste management? The moderating role of eco-innovation

Uyar A, Al-Shaer H, Kuzey C & Karaman A (2023) Do foreign directors reinforce better waste management? The moderating role of eco-innovation. Business Strategy and the Environment. https://doi.org/10.1002/bse.3589

Article

Driving businesses towards a better climate: Macro and micro mechanisms to protect the planet

Al-Shaer H, Liu S & Khaldoon A (2023) Driving businesses towards a better climate: Macro and micro mechanisms to protect the planet. Business Strategy and the Environment. https://doi.org/10.1002/bse.3575

Article

Student dissatisfaction in Higher Education: a ‘fuzzy’ index approach

Cook S, Watson D, Webb A & Webb R (2023) Student dissatisfaction in Higher Education: a ‘fuzzy’ index approach. Studies in Higher Education. https://doi.org/10.1080/03075079.2023.2258933

Article

Oil price shocks and stock-bond correlation

Ziadat SA, Al Rababa'a ARA, Rehman M & McMillan D (2023) Oil price shocks and stock-bond correlation. North American Journal of Economics and Finance, 68, Art. No.: 101989. https://doi.org/10.1016/j.najef.2023.101989

Article

High-performance athletes’ transition out of sport: developing corporate social responsibility

Hong HJ & Fraser I (2023) High-performance athletes’ transition out of sport: developing corporate social responsibility. International Journal of Sport Policy and Politics. https://doi.org/10.1080/19406940.2023.2242877

Article

Do shareholders punish or reward excessive CSR engagement? The moderating effect of cash flow and firm growth

Al-Shaer H, Uyar A, Kuzey C & Karaman A (2023) Do shareholders punish or reward excessive CSR engagement? The moderating effect of cash flow and firm growth. International Review of Financial Analysis, 88, Art. No.: 102672. https://doi.org/10.1016/j.irfa.2023.102672

Policy Document

Reforming governance within banks

Webb R & Markus K (2023) Reforming governance within banks. Chartered Bankers Institute/Starling Insights. Deeper Dive — UK Parliamentary Commission on Banking Standards: A Global 10-Year Look-Back.

Article

Using Interest Rates to Predict Economic Growth: Are Corporate Bonds Better?

McMillan D (2023) Using Interest Rates to Predict Economic Growth: Are Corporate Bonds Better?. International Journal of Finance and Economics.

Article

Validating implied cost of capital with realized returns by using alternative measures of cash-flow news

Ketterer S, Dionysiou D, Eierle B & Tsalavoutas I (2023) Validating implied cost of capital with realized returns by using alternative measures of cash-flow news. British Accounting Review. https://doi.org/10.1016/j.bar.2023.101220

Article

Do Financial Markets Predict Macroeconomic Performance? Evidence from Risk-Based Measures

McMillan D (2023) Do Financial Markets Predict Macroeconomic Performance? Evidence from Risk-Based Measures. Manchester School.

Research Report

Reporting of R&D: Disclosure without Recognition?

Dionysiou D, Slack R, Tsalavoutas Y & Tsoligkas F (2023) Reporting of R&D: Disclosure without Recognition?. Association of Chartered Certified Accountants and Adam Smith Business School. University of Glasgow. https://doi.org/10.36399/gla.pubs.298677

Article

Do extreme range estimators improve realized volatility forecasts? Evidence from G7 Stock Markets

Korkusuz B, Kambouroudis D & McMillan DG (2023) Do extreme range estimators improve realized volatility forecasts? Evidence from G7 Stock Markets. Finance Research Letters. https://doi.org/10.1016/j.frl.2023.103992

Article

Corporate strategy, board composition, and firm value

Al-Shaer H, Kuzey C, Uyar A & Karaman A (2023) Corporate strategy, board composition, and firm value. International Journal of Finance and Economics. https://doi.org/10.1002/ijfe.2827

Article

CEO power and CSR?linked compensation for corporate environmental responsibility: UK evidence

Al-Shaer H, Albitar K & Liu J (2023) CEO power and CSR?linked compensation for corporate environmental responsibility: UK evidence. Review of Quantitative Finance and Accounting, 60, pp. 1025-1063. https://doi.org/10.1007/s11156-022-01118-z

Article

Do Artificial Neural Networks Provide Improved Volatility Forecasts: Evidence from Asian Markets

McMillan D, Kambouroudis D & Sahiner M (2023) Do Artificial Neural Networks Provide Improved Volatility Forecasts: Evidence from Asian Markets. Journal of Economics and Finance.

Newspaper / Magazine

Why you should care about recent bumper bank profits

Webb R (2023) Why you should care about recent bumper bank profits. The Conversation. 05.04.2023.

Article

LGBTQ and finance

Brahma S, Gavriilidis K, Kallinterakis V, Verousis T & Zhang M (2023) LGBTQ and finance. International Review of Financial Analysis, 86, Art. No.: 102547. https://doi.org/10.1016/j.irfa.2023.102547

Article

Corporate Commitment to Climate Change: The Effect of Eco-Innovation and Climate Governance

albitar K, Al-Shaer H & Liu S (2023) Corporate Commitment to Climate Change: The Effect of Eco-Innovation and Climate Governance. Research Policy, 52 (2), Art. No.: 104697. https://doi.org/10.1016/j.respol.2022.104697

Article

Balancing perspectives on performance: “Measurement from the inside” and “measurement from the outside”

Lee B, Sejas‐Portillo R & Fraser I (2023) Balancing perspectives on performance: “Measurement from the inside” and “measurement from the outside”. Nonprofit Management and Leadership. https://doi.org/10.1002/nml.21561

Article

Macro Uncertainty Impacts on ESG Performance and Carbon Emission Reduction Targets

Alandejani M & Al-Shaer H (2023) Macro Uncertainty Impacts on ESG Performance and Carbon Emission Reduction Targets. Sustainability, 15 (5), Art. No.: 4249. https://doi.org/10.3390/su15054249

Article

Business strategies and corruption in SMEs: The impact of business group affiliation, external auditing and international standardisation certification

Changwony FK & Kyiu A (2023) Business strategies and corruption in SMEs: The impact of business group affiliation, external auditing and international standardisation certification. Business Strategy and the Environment. https://doi.org/10.1002/bse.3333

Article

Economic Value Added Research: Mapping Thematic Structure and Research Trends

Tripathi PM, Chotia V, Solanki U, Meena R & Khandelwal V (2023) Economic Value Added Research: Mapping Thematic Structure and Research Trends. Risks, 11 (1), Art. No.: 9. https://doi.org/10.3390/risks11010009

Article

Identities in transition: Audit recruits and the German reunification

Detzen D, Evans L & Hoffmann S (2023) Identities in transition: Audit recruits and the German reunification. Accounting, Organizations and Society. https://doi.org/10.1016/j.aos.2022.101428

Article

Revisiting volatility spillovers in the Gulf Cooperation Council

Ziadat S & AlKhouri R (2022) Revisiting volatility spillovers in the Gulf Cooperation Council. Cogent Economics and Finance, 10 (1), Art. No.: 2031683. https://doi.org/10.1080/23322039.2022.2031683

Article

Adaptation of the Five-Step Career Planning Strategy Framework: A Pilot Intervention Case Study

Hong HJ & Fraser I (2022) Adaptation of the Five-Step Career Planning Strategy Framework: A Pilot Intervention Case Study. Case Studies in Sport and Exercise Psychology, 6 (1), pp. 62-69. https://doi.org/10.1123/cssep.2021-0033

Article

The status of people risk management in UK banks

Mabwe K, Ring PJ & Webb R (2022) The status of people risk management in UK banks. Journal of Operational Risk, 17, pp. 83-103. https://www.risk.net/journal-of-operational-risk/7950041/the-status-of-people-risk-management-in-uk-banks; https://doi.org/10.21314/JOP.2022.021

Article

What do Audit Committees do? Transparency and Impression Management

Al-Shaer H, Malik MF & Zaman M (2022) What do Audit Committees do? Transparency and Impression Management. Journal of Management and Governance, 26, pp. 1443-1468. https://doi.org/10.1007/s10997-021-09591-9

Newspaper / Magazine

Banking reforms expert Q&A: will relaxing the rules help the UK economy and what are the risks?

Webb R (2022) Banking reforms expert Q&A: will relaxing the rules help the UK economy and what are the risks?. The Conversation. 09.12.2022.

Article

Expected Profitability, the 52-Week High and the Idiosyncratic Volatility Puzzle

McMillan D, Kambouroudis D & Khasawneh M (2022) Expected Profitability, the 52-Week High and the Idiosyncratic Volatility Puzzle. European Journal of Finance. https://doi.org/10.1080/1351847X.2022.2144401

Article

Multiscale relationship between economic policy uncertainty and sectoral returns: Implications for portfolio management

Rababa’a ARA, Alomari M, Rehman MU, McMillan D & Hendawi R (2022) Multiscale relationship between economic policy uncertainty and sectoral returns: Implications for portfolio management. Research in International Business and Finance, 61, Art. No.: 101664. https://doi.org/10.1016/j.ribaf.2022.101664

Newspaper / Magazine

How to understand what’s going on with UK mortgage rates

Webb R (2022) How to understand what’s going on with UK mortgage rates. The Conversation. 14.10.2022. https://theconversation.com/how-to-understand-whats-going-on-with-uk-mortgage-rates-192365

Article

Lottery Stocks in the UK: Evidence, Characteristics and Cause

McMillan D, Kambouroudis D & Khasawneh M (2022) Lottery Stocks in the UK: Evidence, Characteristics and Cause. International Journal of Banking, Accounting and Finance.

Article

Complex Network Analysis of Volatility Spillovers between Global Financial Indicators and G20 Stock Markets

Korkusuz B, McMillan D & Kambouroudis D (2022) Complex Network Analysis of Volatility Spillovers between Global Financial Indicators and G20 Stock Markets. Empirical Economics. https://doi.org/10.1007/s00181-022-02290-w

Article

The role of institutional relationships in shaping the career development of emerging artists

Fillis I, Lee B & Fraser I (2022) The role of institutional relationships in shaping the career development of emerging artists. Arts and the Market, 12 (2), pp. 133-149. https://doi.org/10.1108/aam-04-2022-0021

Article

Still Flying in the Face of Low-carbon Scholarship? A Final Call for the CSEAR Community to Get on Board

Dey C & Russell S (2022) Still Flying in the Face of Low-carbon Scholarship? A Final Call for the CSEAR Community to Get on Board. Social and Environmental Accountability Journal. https://doi.org/10.1080/0969160X.2022.2094983

Article

To sell or not to sell? Pricing strategies of newly-graduated artists

Lee B, Fraser I & Fillis I (2022) To sell or not to sell? Pricing strategies of newly-graduated artists. Journal of Business Research, 145, pp. 595-604. https://doi.org/10.1016/j.jbusres.2022.03.035

Article

Sustainability reporting beyond the business case and its impact on sustainability performance: UK evidence

Al-Shaer H & Hussainey K (2022) Sustainability reporting beyond the business case and its impact on sustainability performance: UK evidence. Journal of Environmental Management, 311, Art. No.: 114883. https://doi.org/10.1016/j.jenvman.2022.114883

Article

Does climate policy uncertainty affect tourism demand? Evidence from time-varying causality tests

Apergis N, Gavriilidis K & Gupta R (2022) Does climate policy uncertainty affect tourism demand? Evidence from time-varying causality tests. Tourism Economics. https://doi.org/10.1177/13548166221110540

Newspaper / Magazine

Inflation: there's a vital way to reduce it that everyone overlooks - raise productivity

McMillan D (2022) Inflation: there's a vital way to reduce it that everyone overlooks - raise productivity. The Conversation. 27.05.2022.

Article

Oil-Stock Nexus: The Role of Oil Shocks for GCC Markets

Ziadat SA & McMillan D (2022) Oil-Stock Nexus: The Role of Oil Shocks for GCC Markets. Studies in Economics and Finance. https://doi.org/10.1108/SEF-12-2021-0529

Article

Creating Sustainability Reports that Matter: an investigation of factors behind the narratives

Al-Shaer H, Albitar K & Hussainey K (2022) Creating Sustainability Reports that Matter: A Deeper Investigation of Factors behind the Narratives. Journal of Applied Accounting Research, 23 (3), pp. 738-763. https://doi.org/10.1108/JAAR-05-2021-0136

Article

Oil shocks and equity returns during bull and bear markets: The case of oil importing and exporting nations

Ziadat SA, McMillan D & Herbst P (2022) Oil shocks and equity returns during bull and bear markets: The case of oil importing and exporting nations. Resources Policy, 75, Art. No.: 102461. https://doi.org/10.1016/j.resourpol.2021.102461

Article

Ethical Disputes, Coordinating Acts and NGO Accountability: Evidence from an NGO river-care programme in Malaysia

Ang SY & Wickramasinghe D (2022) Ethical Disputes, Coordinating Acts and NGO Accountability: Evidence from an NGO river-care programme in Malaysia. Critical Perspectives on Accounting. https://doi.org/10.1016/j.cpa.2022.102416

Review

Feedback trading: a review of theory and empirical evidence

Economou F, Gavriilidis K, Gebka B & Kallinterakis V (2022) Feedback trading: a review of theory and empirical evidence. Review of Behavioural Finance. https://doi.org/10.1108/rbf-12-2021-0268

Article

Organisational Support for High-Performance Athletes to Develop Financial Literacy and Self-Management Skills

Hong HJ & Fraser I (2022) Organisational Support for High-Performance Athletes to Develop Financial Literacy and Self-Management Skills. Journal of Risk and Financial Management, 15 (1), Art. No.: 17. https://doi.org/10.3390/jrfm15010017

Article

The Time-Varying Relation between Stock Returns and Monetary Variables

McMillan DG (2022) The Time-Varying Relation between Stock Returns and Monetary Variables. Journal of Risk and Financial Management, 15 (1), Art. No.: 9. https://doi.org/10.3390/jrfm15010009

Article

Virtual Teaching Experience Amidst the Pandemic: A Perspective from the Middle East

Alexander R (2022) Virtual Teaching Experience Amidst the Pandemic: A Perspective from the Middle East. Management and Labour Studies. https://doi.org/10.1177/0258042X211069289

Article

The Predictive Ability Of Stock Market Factors

Elgammal M, Ahmed F & McMillan D (2022) The Predictive Ability Of Stock Market Factors. Studies in Economics and Finance, 39 (1), pp. 111-124. https://doi.org/10.1108/SEF-01-2021-0010

Article

Flipping the classroom: is it the type of flipping that adds value?

Webb R, Watson D, Shepherd C & Cook S (2021) Flipping the classroom: is it the type of flipping that adds value?. Studies in Higher Education, 46 (8), pp. 1649-1663. https://doi.org/10.1080/03075079.2019.1698535

Article

Forecasting U.S. Stock Returns

McMillan D (2021) Forecasting U.S. Stock Returns. European Journal of Finance, 27 (1-2), pp. 86-109. https://doi.org/10.1080/1351847X.2020.1719175

Article

Social Connectedness and Tourism Demand

Gavriilidis K (2021) Social Connectedness and Tourism Demand. Current Issues in Tourism, 24 (14), pp. 1930-1934. https://doi.org/10.1080/13683500.2020.1803222

Article

The effects of geopolitical risk and economic policy uncertainty on dry bulk shipping freight rates

Drobetz W, Gavriilidis K, Krokida S & Tsouknidis D (2021) The effects of geopolitical risk and economic policy uncertainty on dry bulk shipping freight rates. Applied Economics, 53 (19), pp. 2218-2229. https://doi.org/10.1080/00036846.2020.1857329

Book Chapter

Capturing traditions and preserving outcomes: evidence from Malaysian river-care programmes

Ang SY & Wickramasinghe D (2021) Capturing traditions and preserving outcomes: evidence from Malaysian river-care programmes. In: Hoque Z (ed.) Public Sector Reform and Performance Management in Emerging Economies: Outcomes-Based Approaches in Practice. Routledge Studies in Management, Organizations and Society. London and New York: Routledge, pp. 174-192. https://www.routledge.com/Public-Sector-Reform-and-Performance-Management-in-Emerging-Economies-Outcomes-Based/Hoque/p/book/9780367435523

Article

Significance, relevance and explainability in the machine learning age: an econometrics and financial data science perspective

Hoepner AGF, McMillan D, Vivian A & Wese Simen C (2021) Significance, relevance and explainability in the machine learning age: an econometrics and financial data science perspective. European Journal of Finance, 27 (1-2), pp. 1-7. https://doi.org/10.1080/1351847X.2020.1847725

Research Report

The capitalisation of intangibles debate: accounting for exploration and evaluation expenditure in extractive activities.

Constantatos A, Dionysiou D, Slack R, Tsalavoutas I & Tsoligkas F (2021) The capitalisation of intangibles debate: accounting for exploration and evaluation expenditure in extractive activities.. Association of Chartered Certified Accountants and Adam Smith Business School. Glasgow. https://doi.org/10.36399/gla.pubs.234937

Article

Multiscale Stock-Bond Correlation: Implications for Risk Management

Alrababa'a A, Alomari M & McMillan D (2021) Multiscale Stock-Bond Correlation: Implications for Risk Management. Research in International Business and Finance, 58, Art. No.: 101435. https://doi.org/10.1016/j.ribaf.2021.101435

Other

Climate Change Risk-related Disclosures in Extractive Industries: A Comparative Study

Baboukardos D, Dionysiou D, Slack R, Tsalavoutas I & Tsoligkas F (2021) Climate Change Risk-related Disclosures in Extractive Industries: A Comparative Study. Association of Chartered Certified Accountants. London: ACCA and Adam Smith Business School. https://doi.org/10.36399/gla.pubs.258686

Article

Forecasting realized volatility: The role of implied volatility, leverage effect, overnight returns, and volatility of realized volatility

Kambouroudis D, McMillan D & Tsakou K (2021) Forecasting realized volatility: The role of implied volatility, leverage effect, overnight returns, and volatility of realized volatility. Journal of Futures Markets, 41 (10), pp. 1618-1639. https://doi.org/10.1002/fut.22241

Article

Herding in Imperial Russia: Evidence from the St. Petersburg Stock Exchange (1865-1914)

Gavriilidis K & Kallinterakis V (2021) Herding in Imperial Russia: Evidence from the St. Petersburg Stock Exchange (1865-1914). Journal of Behavioral Finance. https://doi.org/10.1080/15427560.2021.1986715

Article

Audit committee disclosure tone and earnings management

Al-Shaer H & Zaman M (2021) Audit committee disclosure tone and earnings management. Journal of Applied Accounting Research, 22 (5), pp. 780-799. https://doi.org/10.1108/JAAR-12-2020-0243

Article

Forecasting Realised Volatility: Does the LASSO approach outperform HAR?

Ding Y, Kambouroudis D & McMillan D (2021) Forecasting Realised Volatility: Does the LASSO approach outperform HAR?. Journal of International Financial Markets, Institutions and Money, 74, Art. No.: 101386. https://doi.org/10.1016/j.intfin.2021.101386

Article

Capital Structure and Political Connections: Evidence from GCC Banks and the Financial Crisis

McMillan D & Ahmed F (2021) Capital Structure and Political Connections: Evidence from GCC Banks and the Financial Crisis. International Journal of Emerging Markets. https://doi.org/10.1108/IJOEM-03-2020-0261

Article

Do Assurance and Assurance Providers Enhance COVID-related Disclosures in CSR Reports? An examination in the UK Context

Albitar K, Al-Shaer H & Elmarzouky M (2021) Do Assurance and Assurance Providers Enhance COVID-related Disclosures in CSR Reports? An examination in the UK Context. International Journal of Accounting and Information Management, 29 (3), pp. 410-428. https://doi.org/10.1108/IJAIM-01-2021-0020

Article

Predicting GDP Growth with Stock and Bond Markets: Do They Contain Different Information?

McMillan D (2021) Predicting GDP Growth with Stock and Bond Markets: Do They Contain Different Information?. International Journal of Finance and Economics, 26 (3), pp. 3651-3675. https://doi.org/10.1002/ijfe.1980

Article

Forecasting Sector Stock Market Returns

McMillan D (2021) Forecasting Sector Stock Market Returns. Journal of Asset Management, 22 (5), pp. 291-300. https://doi.org/10.1057/s41260-021-00220-6