1.
Bank Information Sharing and Liquidity Risk
Number of pages: 74
Posted: 29 Mar 2019
Working Paper Series
Tilburg University - Department of Finance, University of International Business and Economics (UIBE) - School of Banking and Finance and University of Warwick - Finance Group
Downloads
16
2.
Dealer information and macro fundamentals - New evidence from hybrid exchange rate models
WBS Finance Group Research Paper No. 2975006
Number of pages: 49
Posted: 31 Jan 2019
Working Paper Series
University of Warwick - Finance Group and University of Warwick - Warwick Business School
Downloads
55
3.
Predictability of Order Imbalance, Market Quality and Equity Cost of Capital
Number of pages: 72
Posted: 20 Dec 2018
Last Revised: 08 May 2019
Working Paper Series
University of Warwick - Finance Group, University of Warwick - Finance Group and University of Warwick - Warwick Business School
Downloads
83
4.
The Effect of Lifespan Expectations on Financial Decisions: Evidence from Mass Shootings and Natural Disaster Experiences
Number of pages: 75
Posted: 15 Dec 2018
Working Paper Series
University of Warwick - Finance Group
Downloads
38
5.
ETF Arbitrage and International Diversification
Number of pages: 72
Posted: 10 Dec 2018
Last Revised: 25 May 2019
Working Paper Series
Washington University in St. Louis - John M. Olin Business School, University of Warwick and University of Warwick, Warwick Business School, Students
Downloads
253
6.
Corporate Social Responsibility and Firm Risk: Theory and Empirical Evidence
Forthcoming in Management Science, DOI/10.1287/mnsc.2018.3043
Number of pages: 19
Posted: 28 Nov 2018
Accepted Paper Series
Boston College, Carroll School of Management, Haskayne School of Business, University of Calgary and University of Warwick - Finance Group
There are 2 versions of this paper
Corporate Social Responsibility and Firm Risk: Theory and Empirical Evidence
Forthcoming in Management Science, DOI/10.1287/mnsc.2018.3043
Number of pages: 19
Posted: 28 Nov 2018
Downloads
84
Corporate Social Responsibility and Firm Risk: Theory and Empirical Evidence
CEPR Discussion Paper No. DP9533
Number of pages: 64
Posted: 09 Jul 2013
Downloads
1
Downloads
84
7.
Geography, Local Sentiment, and Market Anomalies
Number of pages: 49
Posted: 20 Nov 2018
Working Paper Series
University of Warwick - Finance Group
Downloads
54
8.
The Household Finance Landscape in Emerging Economies
Number of pages: 38
Posted: 19 Nov 2018
Working Paper Series
National University of Singapore (NUS), University of Warwick - Finance Group and Imperial College London
There are 2 versions of this paper
The Household Finance Landscape in Emerging Economies
Number of pages: 38
Posted: 19 Nov 2018
Downloads
200
The Household Finance Landscape in Emerging Economies
CEPR Discussion Paper No. DP13318
Number of pages: 41
Posted: 19 Nov 2018
Downloads
1
Downloads
200
9.
Swallow Poison to Innovate: R&D Investment under Financial Constraints and Competition
WBS Finance Group Research Paper
Number of pages: 48
Posted: 07 Nov 2018
Working Paper Series
University of Warwick - Finance Group
Downloads
9
10.
The I.O. of Ethics and Cheating When Consumers Do Not Have Rational Expectations
WBS Finance Group Research Paper
Number of pages: 53
Posted: 02 Oct 2018
Working Paper Series
University of Warwick - Warwick Business School
There are 2 versions of this paper
The I.O. of Ethics and Cheating When Consumers Do Not Have Rational Expectations
WBS Finance Group Research Paper
Number of pages: 53
Posted: 02 Oct 2018
Downloads
54
The I.O. Of Ethics and Cheating When Consumers Do Not Have Rational Expectations
CEPR Discussion Paper No. DP13172
Number of pages: 56
Posted: 17 Sep 2018
Downloads
1
Downloads
54
11.
Trading Volume in Cryptocurrency Markets
Number of pages: 59
Posted: 13 Sep 2018
Last Revised: 10 May 2019
Working Paper Series
University of Warwick - Finance Group and Warwick Business SchoolWarwick Business School
Downloads
578
12.
Credit Default Swaps Around the World: Investment and Financing Effects
Kenan Institute of Private Enterprise Research Paper No. 18-21
Number of pages: 74
Posted: 28 Aug 2018
Last Revised: 05 Mar 2019
Working Paper Series
Warwick Business School - Department of Finance, University of North Carolina Kenan-Flagler Business School, University of Florida - Warrington College of Business Administration and New York University (NYU) - Department of Finance
There are 2 versions of this paper
Credit Default Swaps Around the World: Investment and Financing Effects
Number of pages: 74
Posted: 22 Apr 2018
Last Revised: 05 Mar 2019
Downloads
144
Credit Default Swaps Around the World: Investment and Financing Effects
Kenan Institute of Private Enterprise Research Paper No. 18-21
Number of pages: 74
Posted: 28 Aug 2018
Last Revised: 05 Mar 2019
Downloads
59
Downloads
59
13.
Bond Risk Premia with Machine Learning
Number of pages: 82
Posted: 26 Aug 2018
Last Revised: 28 Feb 2019
Working Paper Series
University of Warwick - Finance Group, University of Warwick - Finance Group and Rutgers, The State University of New Jersey - Rutgers Business School at Newark & New Brunswick
There are 2 versions of this paper
Bond Risk Premia with Machine Learning
Number of pages: 82
Posted: 26 Aug 2018
Last Revised: 28 Feb 2019
Downloads
829
Bond Risk Premia with Machine Learning
USC-INET Research Paper No. 19-11, April 2019
Number of pages: 96
Posted: 15 Jun 2019
Last Revised: 23 Jun 2019
Downloads
61
Downloads
829
14.
Cyber Attacks and Stock Market Activity
Number of pages: 50
Posted: 05 Jun 2018
Last Revised: 06 Apr 2019
Working Paper Series
University of Warwick - Finance Group and Cardiff Business School - Accounting and Finance Section
Downloads
415
15.
Contagious Bank Runs and Dealer of Last Resort
Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 60
Posted: 24 May 2018
Last Revised: 05 Jun 2018
Working Paper Series
University of International Business and Economics (UIBE) - School of Banking and Finance and University of Warwick - Finance Group
Downloads
55
16.
The Effect of Board Structure on Firm Performance - New Evidence from Product Market Conditions
WBS Finance Group Research Paper
Number of pages: 51
Posted: 16 May 2018
Last Revised: 31 Jul 2018
Working Paper Series
Cornerstone Research, University of Warwick - Finance Group and Cardiff Business School - Accounting and Finance Section
Downloads
70
17.
Credit Default Swaps Around the World: Investment and Financing Effects
Number of pages: 74
Posted: 22 Apr 2018
Last Revised: 05 Mar 2019
Working Paper Series
Warwick Business School - Department of Finance, University of North Carolina Kenan-Flagler Business School, University of Florida - Warrington College of Business Administration and New York University (NYU) - Department of Finance
There are 2 versions of this paper
Credit Default Swaps Around the World: Investment and Financing Effects
Number of pages: 74
Posted: 22 Apr 2018
Last Revised: 05 Mar 2019
Downloads
144
Credit Default Swaps Around the World: Investment and Financing Effects
Kenan Institute of Private Enterprise Research Paper No. 18-21
Number of pages: 74
Posted: 28 Aug 2018
Last Revised: 05 Mar 2019
Downloads
59
Downloads
144
18.
Large-Scale Dynamic Predictive Regressions
Number of pages: 51
Posted: 08 Mar 2018
Working Paper Series
University of Warwick - Finance Group and University of Chicago - Booth School of Business
Downloads
139
19.
When Do Shorts Harm Liquidity? Evidence from Cross-Listing Arbitrage
Number of pages: 35
Posted: 13 Feb 2018
Working Paper Series
University of Exeter, University of Warwick and University of Warwick - Warwick Business School
Downloads
67
20.
Changes in Corporate Governance: Externally Dictated vs Organically Determined
WBS Finance Group Research Paper
Number of pages: 54
Posted: 26 Jan 2018
Working Paper Series
Cardiff Business School - Accounting and Finance Section
Downloads
38
21.
Differences in CEO Compensation Under Institutional and Large Shareholder Ownership
WBS Finance Group Research Paper
Number of pages: 50
Posted: 26 Jan 2018
Working Paper Series
Cardiff Business School - Accounting and Finance Section
Downloads
44
22.
Why Has Idiosyncratic Risk Been Historically Low in Recent Years?
Fisher College of Business Working Paper No. 2018-03-02, Charles A. Dice Working Paper No. 2018-2, WBS Finance Group Research Paper
Number of pages: 45
Posted: 24 Jan 2018
Working Paper Series
Warwick Business School - Department of Finance, University of North Carolina (UNC) at Chapel Hill - Finance Area and Ohio State University (OSU) - Department of Finance
There are 2 versions of this paper
Why Has Idiosyncratic Risk Been Historically Low in Recent Years?
Fisher College of Business Working Paper No. 2018-03-02, Charles A. Dice Working Paper No. 2018-2, WBS Finance Group Research Paper
Number of pages: 45
Posted: 24 Jan 2018
Downloads
348
Why Has Idiosyncratic Risk Been Historically Low in Recent Years?
NBER Working Paper No. w24270
Number of pages: 45
Posted: 29 Jan 2018
Downloads
13
Downloads
348
23.
FX Spot and Swap Market Liquidity and the Effects of Window Dressing
WBS Finance Group Research Paper
Number of pages: 56
Posted: 28 Dec 2017
Working Paper Series
University of Warwick - Finance Group and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads
119
24.
Cryptocurrencies As an Asset Class? An Empirical Assessment
WBS Finance Group Research Paper
Number of pages: 35
Posted: 30 Nov 2017
Last Revised: 16 Jun 2018
Working Paper Series
University of Warwick - Finance Group
Downloads
1,824
25.
The Third Dimension of Financialization: Electronification, Intraday Institutional Trading, and Commodity Market Quality
WBS Finance Group Research Paper
Number of pages: 62
Posted: 10 Nov 2017
Working Paper Series
Lancaster University - Department of Accounting and Finance, University of Illinois at Urbana-Champaign and University of Oklahoma Price College of Business
Downloads
74
26.
Swallow Poison to Innovate: R&D Investment Under Financial Constraints and Competition
Number of pages: 48
Posted: 24 Oct 2017
Working Paper Series
University of Warwick - Finance Group
Downloads
46
27.
Dynamic Bank Capital Regulation in Equilibrium
WBS Finance Group Research Paper
Number of pages: 63
Posted: 18 Oct 2017
Last Revised: 16 Feb 2018
Working Paper Series
New York University (NYU) - Department of Economics, University of Warwick - Finance Group and Ca Foscari University of Venice
Downloads
145
28.
Are Financially Constrained Firms Susceptible to a Stock Price Crash Risk?
WBS Finance Group Research Paper
Number of pages: 58
Posted: 18 Aug 2017
Last Revised: 03 Jun 2019
Working Paper Series
Durham University and University of Warwick, Warwick Business School
Downloads
315
29.
Performance, Persistence, and Pay: A New Perspective on CTAs
WBS Finance Group Research Paper No. 2972358
Number of pages: 44
Posted: 23 May 2017
Working Paper Series
University of Warwick - Finance Group, RPM Risk & Portfolio Management AB, University of Warwick - Warwick Business School and Lancaster University - Department of Accounting and Finance
Downloads
115
30.
WHY DO LARGE SHAREHOLDERS ADOPT A SHORT-TERM VS A LONG-TERM INVESTMENT HORIZON IN DIFFERENT FIRMS?
WBS Finance Group Research Paper No. 2943336
Number of pages: 61
Posted: 30 Mar 2017
Last Revised: 08 May 2018
Working Paper Series
Cardiff Business School - Accounting and Finance Section
Downloads
56
31.
Growth Options and Credit Risk
Management Science (Forthcoming), WBS Finance Group Research Paper
Number of pages: 54
Posted: 11 Jul 2016
Last Revised: 29 Apr 2019
Accepted Paper Series
University of Warwick - Finance Group and University of Texas at Dallas - School of Management - Department of Finance & Managerial Economics
Downloads
142
32.
A Theory of Endogenous Asset Fire Sales, Bank Runs, and Contagion
WBS Finance Group Research Paper No. 2766386
Number of pages: 52
Posted: 20 Apr 2016
Working Paper Series
Universitat Pompeu Fabra - Department of Economics and Business and University of Warwick - Finance Group
There are 3 versions of this paper
A Theory of Endogenous Asset Fire Sales, Bank Runs, and Contagion
WBS Finance Group Research Paper No. 2766386
Number of pages: 52
Posted: 20 Apr 2016
Downloads
107
A Theory of Endogenous Asset Fire Sales, Bank Runs, and Contagion
Paper presented at Conference on Systemic Risk and the Organization of the Financial System, Chapman University, May 13, 2017
Number of pages: 52
Posted: 04 Oct 2017
Downloads
29
A Theory of Endogenous Asset Fire Sales, Bank Runs, and Contagion
Number of pages: 52
Posted: 05 Sep 2017
Downloads
2
Downloads
107
33.
Dynamic Q-Theory with Agency Investment Frictions and Cross-Sectional Stock Returns
WBS Finance Group Research Paper No. 0001
Number of pages: 51
Posted: 03 Dec 2015
Last Revised: 26 Jan 2016
Working Paper Series
The Chinese University of Hong Kong, Shenzhen, Deakin University - Faculty of Business and Law and Hong Kong University of Science & Technology (HKUST)
Downloads
99
34.
Trading Aggressiveness and Market Efficiency
WBS Finance Group Research Paper
Number of pages: 59
Posted: 10 Nov 2015
Last Revised: 05 Jun 2019
Working Paper Series
University of Warwick - Warwick Business School
Downloads
149
35.
Inventory and Corporate Risk Management
WBS Finance Group Research Paper, Review of Corporate Finance Studies, forthcoming
Number of pages: 75
Posted: 18 Sep 2015
Last Revised: 02 Oct 2018
Accepted Paper Series
University of Bologna - Department of Management and University of Warwick - Finance Group
Downloads
221
36.
Fund Management: An Emotional Finance Perspective
CFA Institute Research Foundation, ISBN 978-1-934667-49-1, WBS Finance Group Research Paper
Number of pages: 117
Posted: 09 Jun 2015
Accepted Paper Series
University College London - Centre for the Study of Decision-Making Uncertainty and University of Warwick - Finance Group
Downloads
337
37.
The Real Effects of Credit Default Swaps
Journal of Financial Economics (JFE), 2017, WBS Finance Group Research Paper
Number of pages: 72
Posted: 20 Feb 2015
Last Revised: 13 Nov 2017
Accepted Paper Series
Georgia Institute of Technology - Scheller College of Business and University of Warwick - Finance Group
There are 2 versions of this paper
The Real Effects of Credit Default Swaps
Journal of Financial Economics (JFE), Forthcoming, Georgia Tech Scheller College of Business Research Paper No. 2015-09
Number of pages: 72
Posted: 17 Dec 2014
Last Revised: 13 Nov 2017
Downloads
481
The Real Effects of Credit Default Swaps
Journal of Financial Economics (JFE), 2017, WBS Finance Group Research Paper
Number of pages: 72
Posted: 20 Feb 2015
Last Revised: 13 Nov 2017
Downloads
239
Downloads
239
38.
Optimal Security Design Under Asymmetric Information and Profit Manipulation
WBS Finance Group Research Paper
Number of pages: 36
Posted: 18 Feb 2015
Working Paper Series
University of Warwick - Finance Group, University of Warwick - Warwick Business School and University of Rochester - Simon Business School
There are 2 versions of this paper
Optimal Security Design under Asymmetric Information and Profit Manipulation
Number of pages: 50
Posted: 27 Jun 2014
Last Revised: 28 Mar 2018
Downloads
614
Optimal Security Design Under Asymmetric Information and Profit Manipulation
WBS Finance Group Research Paper
Number of pages: 36
Posted: 18 Feb 2015
Downloads
210
Downloads
210
39.
Optimal Insurance Under Adverse Selection and Ambiguity Aversion
WBS Finance Group Research Paper
Number of pages: 25
Posted: 18 Feb 2015
Working Paper Series
University of Warwick - Finance Group and University of Warwick - Warwick Business School
There are 2 versions of this paper
Optimal Insurance Under Adverse Selection and Ambiguity Aversion
Number of pages: 25
Posted: 31 Dec 2010
Last Revised: 16 Mar 2014
Downloads
5,076
Optimal Insurance Under Adverse Selection and Ambiguity Aversion
WBS Finance Group Research Paper
Number of pages: 25
Posted: 18 Feb 2015
Downloads
132
Downloads
132
40.
The Skew Risk Premium in the Equity Index Market
WBS Finance Group Research Paper
Number of pages: 34
Posted: 18 Feb 2015
Working Paper Series
University of Warwick - Warwick Business School, City University London - Faculty of Finance and University of Lugano - Institute of Finance
There are 2 versions of this paper
The Skew Risk Premium in the Equity Index Market
Review of Financial Studies (2013), 26, 2174-2203, AFA 2011 Denver Meetings Paper
Number of pages: 34
Posted: 18 Mar 2010
Last Revised: 04 Oct 2014
Downloads
1,983
The Skew Risk Premium in the Equity Index Market
WBS Finance Group Research Paper
Number of pages: 34
Posted: 18 Feb 2015
Downloads
102
Downloads
102
41.
Modeling Systemic Risk with Markov Switching Graphical SUR Models
Number of pages: 49
Posted: 14 Dec 2014
Last Revised: 18 May 2017
Working Paper Series
University of Warwick - Finance Group, Ca Foscari University of Venice - Dipartimento di Economia, University Ca' Foscari of Venice - Department of Economics and Bocconi University - Department of Finance
Downloads
769
42.
Does Internal Board Monitoring Affect Debt Maturity?
WBS Finance Group Research Paper, Robert H. Smith School Research Paper No. RHS 2512720
Number of pages: 54
Posted: 21 Oct 2014
Last Revised: 20 Jan 2018
Working Paper Series
Cardiff Business School - Accounting and Finance Section and University of Maryland - Robert H. Smith School of Business
Downloads
185
43.
The Effect of CEO Option Compensation on the Capital Structure: A Natural Experiment
Financial Management, Vol.45, Issue 4, pages 953-979, 2016, WBS Finance Group Research Paper
Posted: 18 Sep 2014
Last Revised: 09 Feb 2018
Accepted Paper Series
Cardiff Business School - Accounting and Finance Section
44.
Dividend and Capital Gains Taxation Under Incomplete Markets
Journal of Monetary Economics, Vol. 59, No. 7, 2012
Number of pages: 43
Posted: 08 Sep 2014
Working Paper Series
State University of New York (SUNY), Stony Brook, SUNY at Stony Brook University - College of Arts and Science - Department of Economics and University of Warwick - Finance Group
Downloads
67
45.
Corporate Governance of Banks and Financial Stability
European Banking Center Discussion Paper Series No. 2014-010, CentER Discussion Paper Series No. 2014-053
Number of pages: 55
Posted: 04 Sep 2014
Last Revised: 29 Mar 2019
Working Paper Series
World Bank Research, World Bank - Development Research Group, Tilburg University - Center for Economic Research (CentER) and University of Warwick - Finance Group
There are 3 versions of this paper
Corporate Governance of Banks and Financial Stability
European Banking Center Discussion Paper Series No. 2014-010, CentER Discussion Paper Series No. 2014-053
Number of pages: 55
Posted: 04 Sep 2014
Last Revised: 29 Mar 2019
Downloads
394
Corporate Governance and Bank Insolvency Risk: International Evidence
World Bank Policy Research Working Paper No. 7017
Number of pages: 53
Posted: 20 Apr 2016
Downloads
188
Corporate Governance and Bank Insolvency Risk: International Evidence
CEPR Discussion Paper No. DP10185
Number of pages: 53
Posted: 06 Oct 2014
Downloads
1
Downloads
394
46.
Banking Competition and Stability: The Role of Leverage
CentER Discussion Paper Series No. 2014-048, European Banking Center Discussion Paper Series No. 2014-009
Number of pages: 41
Posted: 29 Aug 2014
Last Revised: 02 Sep 2014
Working Paper Series
Universitat Pompeu Fabra and University of Warwick - Finance Group
There are 3 versions of this paper
Banking Competition and Stability: The Role of Leverage
CentER Discussion Paper Series No. 2014-048, European Banking Center Discussion Paper Series No. 2014-009
Number of pages: 41
Posted: 29 Aug 2014
Last Revised: 02 Sep 2014
Downloads
268
Banking Competition and Stability: The Role of Leverage
Number of pages: 40
Posted: 23 Aug 2014
Downloads
212
Banking Competition and Stability: The Role of Leverage
CEPR Discussion Paper No. DP10121
Number of pages: 43
Posted: 30 Sep 2014
Downloads
268
47.
Can Linear Predictability Models Time Bull and Bear Real Estate Markets? Out-of-Sample Evidence from REIT Portfolios
Journal of Real Estate Finance and Economics, Vol. 49, No. 1, 2014
Posted: 25 Jun 2014
Accepted Paper Series
Bocconi University - Department of Finance and University of Warwick - Finance Group
There are 2 versions of this paper
Can Linear Predictability Models Time Bull and Bear Real Estate Markets? Out-of-Sample Evidence from REIT Portfolios
BAFFI CAREFIN Centre Research Paper No. 2016-19
Number of pages: 55
Posted: 18 Mar 2016
Downloads
58
Can Linear Predictability Models Time Bull and Bear Real Estate Markets? Out-of-Sample Evidence from REIT Portfolios
Journal of Real Estate Finance and Economics, Vol. 49, No. 1, 2014
Posted: 25 Jun 2014
48.
Short-term Corporate Debt Around The World
WBS Finance Group Research Paper
Number of pages: 61
Posted: 03 Apr 2014
Last Revised: 12 Oct 2016
Working Paper Series
World Bank Group - International Finance Corporation, University of Warwick - Finance Group and University of Warwick - Finance Group
Downloads
756
49.
Toxic Arbitrage
HEC Paris Research Paper No. FIN-2014-1040
Number of pages: 53
Posted: 15 Mar 2014
Last Revised: 28 Sep 2016
Working Paper Series
HEC Paris - Finance Department, University of Warwick - Warwick Business School and University of New South Wales (UNSW)
There are 2 versions of this paper
Toxic Arbitrage
HEC Paris Research Paper No. FIN-2014-1040
Number of pages: 53
Posted: 15 Mar 2014
Last Revised: 28 Sep 2016
Downloads
1,013
Downloads
1
Downloads
1,013
50.
Market Order Flows, Limit Order Flows and Returns: Theory and Evidence
Number of pages: 51
Posted: 02 Mar 2014
Last Revised: 02 Apr 2018
Working Paper Series
University of Warwick - Warwick Business School, University of Warwick - Warwick Business School and City University London - Sir John Cass Business School
There are 2 versions of this paper
Market Order Flows, Limit Order Flows and Returns: Theory and Evidence
Number of pages: 51
Posted: 02 Mar 2014
Last Revised: 02 Apr 2018
Downloads
239
Market Order Flows, Limit Order Flows and Returns: Theory and Evidence
Number of pages: 51
Posted: 27 Nov 2015
Last Revised: 01 Apr 2018
Downloads
96
Downloads
239
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